Sparse Boosting for Additive Spatial Autoregressive Model with High Dimensionality

Variable selection methods have been a focus in the context of econometrics and statistics literature. In this paper, we consider additive spatial autoregressive model with high-dimensional covariates. Instead of adopting the traditional regularization approaches, we offer a novel multi-step sparse...

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Bibliographic Details
Main Authors: Mu Yue, Jingxin Xi
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/5/757
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