Pages that link to "Item:Q1098507"

The following pages link to Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity (Q1098507):

Displaying 50 items.

• Estimating functions for repeated measures with incidental parameters (Q261834) (← links)
• The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) (← links)
• Berry-Esseen bounds for estimating undirected graphs (Q405339) (← links)
• Asymptotic expansion of the posterior density in high dimensional generalized linear models (Q406525) (← links)
• The log-linear group-lasso estimator and its asymptotic properties (Q442085) (← links)
• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
• Empirical likelihood for high-dimensional linear regression models (Q479491) (← links)
• Exponential series estimator of multivariate densities (Q530957) (← links)
• Semiparametric analysis in double-sampling designs via empirical likelihood (Q549923) (← links)
• Random graphs with a given degree sequence (Q640061) (← links)
• A high-dimensional Wilks phenomenon (Q718891) (← links)
• Estimation in functional regression for general exponential families (Q741792) (← links)
• Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
• Statistical inference of minimum BD estimators and classifiers for varying-dimensional models (Q972890) (← links)
• Extending the scope of empirical likelihood (Q1018635) (← links)
• Goodness of fit tests via exponential series density estimation (Q1019873) (← links)
• On the power-divergence statistic in sparse multinomial models requiring parameter estimation (Q1186029) (← links)
• Dependent versions of a central limit theorem for the squared length of a sample mean (Q1347177) (← links)
• Estimations in homoscedastic linear regression models with censored data: An empirical process approach (Q1383099) (← links)
• Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons (Q1568310) (← links)
• On parameters of increasing dimensions (Q1570293) (← links)
• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. (Q1582629) (← links)
• On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example (Q1624811) (← links)
• Asymptotic normality of quadratic forms with random vectors of increasing dimension (Q1686240) (← links)
• Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
• Bayesian goodness-of-fit testing using infinite-dimensional exponential families (Q1807136) (← links)
• Generalized likelihood ratio statistics and Wilks phenomenon (Q1848858) (← links)
• Nonconcave penalized likelihood with a diverging number of parameters. (Q1879926) (← links)
• On the asymptotic properties of a flexible hazard estimator (Q1922394) (← links)
• Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
• Maximum likelihood estimation in logistic regression models with a diverging number of covariates (Q1950882) (← links)
• On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
• A Bernstein-von Mises theorem for discrete probability distributions (Q1951969) (← links)
• Reference priors for exponential families with increasing dimension (Q1952080) (← links)
• Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation (Q2091847) (← links)
• The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance (Q2137045) (← links)
• Bounds for the asymptotic distribution of the likelihood ratio (Q2192735) (← links)
• Exponential-family models of random graphs: inference in finite, super and infinite population scenarios (Q2225321) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• On rank estimators in increasing dimensions (Q2294449) (← links)
• GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
• Nonparametric series density estimation and testing (Q2324290) (← links)
• On the computational complexity of MCMC-based estimators in large samples (Q2388988) (← links)
• GEE analysis of clustered binary data with diverging number of covariates (Q2429935) (← links)
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
• Estimation in generalized linear models for functional data via penalized likelihood (Q2486170) (← links)
• A two-sample nonparametric likelihood ratio test (Q3068120) (← links)
• On High-Dimensional Constrained Maximum Likelihood Inference (Q3304849) (← links)