Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression

DOI10.1016/J.JSPI.2011.06.014zbMath1235.62080OpenAlexW1970313822MaRDI QIDQ719477

Lu Lin, Feng Li, Li Xing Zhu

Publication date: 10 October 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.06.014

zbMATH Keywords

empirical likelihoodnon-sparsity

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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