Profile-kernel likelihood inference with diverging number of parameters

DOI10.1214/07-AOS544zbMath1274.62289arXivmath/0701004WikidataQ37071808 ScholiaQ37071808MaRDI QIDQ955140

Clifford Lam, Jianqing Fan

Publication date: 18 November 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701004

zbMATH Keywords

asymptotic normality; high dimensionality; profile likelihood; generalized linear models; varying coefficients; generalized likelihood ratio tests

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G08: Nonparametric regression and quantile regression

62J12: Generalized linear models (logistic models)

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Uses Software

• Excel

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