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Empirical likelihood for high-dimensional linear regression models - MaRDI portal

Empirical likelihood for high-dimensional linear regression models (Q479491)

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scientific article; zbMATH DE number 6377384
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Empirical likelihood for high-dimensional linear regression models
scientific article; zbMATH DE number 6377384

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    Empirical likelihood for high-dimensional linear regression models (English)
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    5 December 2014
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    asymptotic normality
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    coverage accuracy
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    high-dimensional data
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    Hotelling's \(T \)-square statistic
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    Wilk's phenomenon
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