A penalized empirical likelihood method in high dimensions

DOI10.1214/12-AOS1040zbMath1373.62132arXiv1302.3071WikidataQ57836129 ScholiaQ57836129MaRDI QIDQ741795

Subhadeep Mukhopadhyay, Soumendra Nath Lahiri

Publication date: 15 September 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.3071

zbMATH Keywords

asymptotic distributionregularizationlong-range dependenceRosenblatt processsubsamplingWiener-Itô integralsimultaneous tests

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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