Penalized Jackknife Empirical Likelihood in High Dimensions (Q6069864): Difference between revisions

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+High dimensional generalized empirical likelihood for moment restrictions with dependent data
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+High-dimensional empirical likelihood inference
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+A new scope of penalized empirical likelihood with high-dimensional estimating equations
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+Large dimensional empirical likelihood
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+Effects of data dimension on empirical likelihood
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+A review on empirical likelihood methods for regression
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+A Regression Framework for Rank Tests Based on the Probabilistic Index Model
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Extending the scope of empirical likelihood
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+A simple resampling method by perturbing the minimand
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+Rank-based inference for the accelerated failure time model
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+Jackknife Empirical Likelihood
@@ Property / cites work: Jackknife Empirical Likelihood / rank @@
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+A penalized empirical likelihood method in high dimensions
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+Penalized empirical likelihood and growing dimensional general estimating equations
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+Reduce computation in profile empirical likelihood method
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+Empirical likelihood and general relative error criterion with divergent dimension
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+On Nonsmooth Estimating Functions via Jackknife Empirical Likelihood
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+Smoothed rank correlation of the linear transformation regression model
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Q2756704
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+Approximate jackknife empirical likelihood method for estimating equations
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+Empirical likelihood test for high dimensional linear models
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+Empirical likelihood and general estimating equations
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+Penalised variable selection with U-estimates
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+Penalized high-dimensional empirical likelihood
@@ Property / cites work: Penalized high-dimensional empirical likelihood / rank @@
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+Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data
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+Probabilistic Index Models
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+Q4864293
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+Unified LASSO Estimation by Least Squares Approximation
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+Penalized empirical likelihood for the sparse Cox regression model
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+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
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