On the Mahalanobis-distance based penalized empirical likelihood method in high dimensions

DOI10.4310/SII.2012.V5.N3.A5zbMath1383.62087OpenAlexW2165223793MaRDI QIDQ1708929

Subhadeep Mukhopadhyay, Soumendra Nath Lahiri

Publication date: 27 March 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2012.v5.n3.a5

zbMATH Keywords

regularizationsimultaneous testsasymptotic null distribution

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

A review of empirical likelihood methods for time series

This page was built for publication: On the Mahalanobis-distance based penalized empirical likelihood method in high dimensions