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

DOI10.1016/j.jspi.2011.06.014zbMath1235.62080MaRDI QIDQ719477

Lu Lin, Li Xing Zhu, Feng Li

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 likelihood; non-sparsity

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

62G15: Nonparametric tolerance and confidence regions

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