Variable selection using penalized empirical likelihood

DOI10.1007/s11425-011-4231-8zbMath1234.62030MaRDI QIDQ763671

Xin Sheng Zhang, Yunwen Ren

Publication date: 29 March 2012

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-011-4231-8

zbMATH Keywords

oracle property; SCAD; moment restrictions; tuning parameters; EmBIC; PEL

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62F07: Statistical ranking and selection procedures

Related Items

Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models, Penalized empirical likelihood for generalized linear models with longitudinal data, Robust penalized empirical likelihood estimation method for linear regression, Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data, A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5, Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects, Penalized empirical likelihood for partially linear errors-in-variables models, Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response

Uses Software

• ElemStatLearn

Cites Work

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