Regression and autoregressive models via sparse Laplacian Shrinkage

Kepu Li; Yuehan Yang

doi:10.1080/00949655.2025.2487520

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Regression and autoregressive models via sparse Laplacian Shrinkage

Kepu Li Yuehan Yang

Year: 2025 Journal: Journal of Statistical Computation and Simulation Vol: 95 (10)Pages: 2219-2234 Publisher: Taylor & Francis

DOI: 10.1080/00949655.2025.2487520

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Keywords:

Mathematics Autoregressive model Shrinkage Statistics Regression Shrinkage estimator Regression analysis Econometrics Applied mathematics Mean squared error

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Image and Signal Denoising Methods

Physical Sciences → Computer Science → Computer Vision and Pattern Recognition

Soil Geostatistics and Mapping

Physical Sciences → Environmental Science → Environmental Engineering

Regression and autoregressive models via sparse Laplacian Shrinkage

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