Empirical likelihood for high-dimensional partially linear model with martingale difference errors

DOI10.1080/03610926.2016.1260739zbMath1379.62024OpenAlexW2551200459MaRDI QIDQ4595901

Zhi-Qiang Jiang, Guo-Liang Fan, Jiang-Feng Wang

Publication date: 6 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1260739

zbMATH Keywords

confidence regionhigh-dimensional dataempirical likelihoodpartially linear modelmartingale difference

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Martingales with continuous parameter (60G44)

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