Empirical likelihood for high-dimensional linear regression models
From MaRDI portal
Publication:479491
DOI10.1007/S00184-013-0479-ZzbMath1305.62143OpenAlexW2086728381MaRDI QIDQ479491
Hong Guo, Zhaojun Wang, Bin Chen, Changliang Zou
Publication date: 5 December 2014
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-013-0479-z
asymptotic normalityhigh-dimensional datacoverage accuracyWilk's phenomenonHotelling's \(T \)-square statistic
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (4)
Empirical likelihood test for high-dimensional two-sample model ⋮ Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation ⋮ Weighted quantile regression in varying-coefficient model with longitudinal data ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- A review on empirical likelihood methods for regression
- Empirical likelihood ratio confidence regions
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- Extending the scope of empirical likelihood
- Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
- Empirical likelihood for linear models
- On the accuracy of empirical likelihood confidence regions for linear regression model
- Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
- Empirical likelihood is Bartlett-correctable
- Calibration of the empirical likelihood for high-dimensional data
- Penalized empirical likelihood and growing dimensional general estimating equations
- Penalized high-dimensional empirical likelihood
- Testing Against a High Dimensional Alternative
- Modelling pairwise dependence of maxima in space
- Empirical likelihood ratio confidence intervals for a single functional
- Tests for High-Dimensional Regression Coefficients With Factorial Designs
- On Bartlett correction of empirical likelihood in the presence of nuisance parameters
- Bounds on Moments of Certain Random Variables
This page was built for publication: Empirical likelihood for high-dimensional linear regression models
