Variable selection using penalized empirical likelihood (Q763671)

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Variable selection using penalized empirical likelihood
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    title
    Variable selection using penalized empirical likelihood (English)
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    author
    Yunwen Ren
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    Xin Sheng Zhang
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    publication date
    29 March 2012
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    Mathematics Subject Classification ID
    62G05
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    62F07
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    65C60
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    zbMATH DE Number
    6019644
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    zbMATH Keywords
    EmBIC
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    moment restrictions
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    oracle property
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    PEL
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    SCAD
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    tuning parameters
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