Empirical likelihood for high-dimensional linear regression models

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

zbMATH Keywords

asymptotic normalityhigh-dimensional datacoverage accuracyWilk's phenomenonHotelling's \(T \)-square statistic

Mathematics Subject Classification ID

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

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• On Bartlett correction of empirical likelihood in the presence of nuisance parameters
• Bounds on Moments of Certain Random Variables

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