22 citations · 26 across the 4 of their papers we have counts for
4 papers
Spatial weights matrix selection and model averaging for multivariate spatial autoregressive models
Xin Miao, Fang Fang, Xuening Zhu +1
In this paper, we focus on the model specification problem in multivariate spatial econometric models when a candidate set for the spatial weights matrix is available. We propose a…
High-Dimensional Spatial Autoregression with Latent Factors by Diversified Projections
Jiaxin Shi, Xuening Zhu, Jing Zhou +2
We study one particular type of multivariate spatial autoregression (MSAR) model with diverging dimensions in both responses and covariates. This makes the usual MSAR models no lon…
Penalized Sparse Covariance Regression with High Dimensional Covariates
Yuan Gao, Zhiyuan Zhang, Zhanrui Cai +3
Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (…
A Selective Review on Statistical Methods for Massive Data Computation: Distributed Computing, Subsampling, and Minibatch Techniques
Xuetong Li, Yuan Gao, Hong Chang +11
This paper presents a selective review of statistical computation methods for massive data analysis. A huge amount of statistical methods for massive data computation have been rap…