Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692)
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scientific article; zbMATH DE number 7813775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Culling the Herd of Moments with Penalized Empirical Likelihood |
scientific article; zbMATH DE number 7813775 |
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Culling the Herd of Moments with Penalized Empirical Likelihood (English)
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6 March 2024
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empirical likelihood
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estimating equations
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high-dimensional statistical methods
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misspecification
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moment selection
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penalized likelihood
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