Jackknife empirical likelihood test for high-dimensional regression coefficients

DOI10.1016/j.csda.2015.08.012zbMath1468.62226OpenAlexW1441125693MaRDI QIDQ1660165

Yangguang Zang, Qizhai Li, Sanguo Zhang, Qing-Zhao Zhang

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.08.012

zbMATH Keywords

powerjackknife empirical likelihoodregression coefficientstype-I error ratehigh-dimensional analysispartial test with nuisance parameter

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items

Empirical likelihood test for regression coefficients in high dimensional partially linear models, Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data, Tests for regression coefficients in high dimensional partially linear models

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