Pages that link to "Item:Q3067016"

The following pages link to Penalized high-dimensional empirical likelihood (Q3067016):

Displaying 50 items.

• Empirical Likelihood for the Analysis of Experimental Designs (Q90986) (← links)
• Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Jackknife empirical likelihood for linear transformation models with right censoring (Q314584) (← links)
• Empirical likelihood confidence tubes for functional parameters in plug-in estimation (Q321919) (← links)
• Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
• Empirical likelihood for linear transformation models with interval-censored failure time data (Q391563) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Empirical likelihood for high-dimensional linear regression models (Q479491) (← links)
• A penalized empirical likelihood method in high dimensions (Q741795) (← links)
• Variable selection using penalized empirical likelihood (Q763671) (← links)
• Empirical likelihood and estimating equations for survey data analysis (Q830261) (← links)
• A penalized version of the empirical likelihood ratio for the population mean (Q870333) (← links)
• The penalized profile sampler (Q1000565) (← links)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• Empirical likelihood ratio in penalty form and the convex hull problem (Q1689485) (← links)
• On the Mahalanobis-distance based penalized empirical likelihood method in high dimensions (Q1708929) (← links)
• Moment conditions selection based on adaptive penalized empirical likelihood (Q1724007) (← links)
• The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
• Hypothesis testing via a penalized-likelihood approach (Q1740315) (← links)
• Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
• Penalized maximum likelihood estimation of a stochastic multivariate regression model (Q1957159) (← links)
• A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
• Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
• Bayesian analysis of restricted penalized empirical likelihood (Q2032227) (← links)
• Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
• A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data (Q2111067) (← links)
• Bayesian empirical likelihood inference and order shrinkage for autoregressive models (Q2122804) (← links)
• Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators (Q2131976) (← links)
• Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
• Empirical likelihood inference for rank regression with doubly truncated data (Q2245662) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• Bayesian empirical likelihood for ridge and Lasso regressions (Q2305317) (← links)
• Penalized empirical likelihood for the sparse Cox regression model (Q2317296) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates (Q2361478) (← links)
• Calibration of the empirical likelihood for high-dimensional data (Q2393156) (← links)
• Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
• Penalized empirical likelihood for semiparametric models with a diverging number of parameters (Q2409625) (← links)
• Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
• Empirical likelihood test for high dimensional linear models (Q2452783) (← links)
• Penalized Empirical Likelihood via Bridge Estimator in Cox's Proportional Hazard Model (Q2815373) (← links)
• Empirical likelihood confidence intervals for regression parameters of the survival rate (Q2892915) (← links)
• Penalized empirical likelihood and growing dimensional general estimating equations (Q2913860) (← links)
• Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data (Q2943788) (← links)
• Empirical Likelihood for Censored Linear Regression and Variable Selection (Q2949877) (← links)
• Penalized Independence Rule for Testing High-Dimensional Hypotheses (Q3017854) (← links)