A likelihood ratio framework for high-dimensional semiparametric regression (Q682282)

The authors proposed a new inferential framework for high-dimensional semiparametric generalized linear models. The proposed model is closely related to the proportional likelihood ratio model (see [\textit{X. Luo} and \textit{W. Y. Tsai}, Biometrika 99, No. 1, 211--222 (2012; Zbl 1437.62545)] or [\textit{K. C. G. Chan}, Biometrika 100, No. 1, 269--276 (2013; Zbl 1452.62570)]), but this model does not require the density assumption for the nonparametric function. The proposed estimation procedure is related to the permutation based test (see [\textit{J. D. Kalbfleisch}, J. Am. Stat. Assoc. 73, 167--170 (1978; Zbl 0376.62028)]) and the second-order approximation reduces to the pairwise likelihood (see [\textit{K. C. G. Chan}, Biometrika 100, No. 1, 269--276 (2013; Zbl 1452.62570)] or [\textit{X. Luo} and \textit{W. Y. Tsai}, Biometrika 99, No. 1, 211--222 (2012; Zbl 1437.62545)]). The main results are concerning to analyze some important theoretical properties of the obtained confidence regions and establish the asymptotic distribution of the directional likelihood ratio test statistic. Some interesting numerical results are presented.