Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models

DOI10.5705/ss.202017.0041zbMath1406.62077OpenAlexW2734719518MaRDI QIDQ4558592

Honglang Wang, Yuehua Cui, Ping-Shou Zhong

Publication date: 22 November 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1805/19121

zbMATH Keywords

high-dimensional dataempirical likelihoodheteroscedastic linear modelslow-dimensional coefficients

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity ⋮ Combining empirical likelihood and robust estimation methods for linear regression models ⋮ Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients

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