Pages that link to "Item:Q4558592"

The following pages link to Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models (Q4558592):

Displaying 8 items.

• An empirical likelihood-based method for comparison of treatment effects-test of equality of coefficients in linear models (Q962357) (← links)
• Expectile regression for analyzing heteroscedasticity in high dimension (Q1640971) (← links)
• Jackknife empirical likelihood test for high-dimensional regression coefficients (Q1660165) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• High-dimensional heteroscedastic regression with an application to eQTL data analysis (Q2894024) (← links)
• Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
• Combining empirical likelihood and robust estimation methods for linear regression models (Q5082863) (← links)
• Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients (Q5089451) (← links)