Pages that link to "Item:Q1990574"
From MaRDI portal
The following pages link to A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574):
Displaying 18 items.
- Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
- Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model (Q2121175) (← links)
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
- Empirical likelihood inference for rank regression with doubly truncated data (Q2245662) (← links)
- Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q5012336) (← links)
- Data Integration with Oracle Use of External Information from Heterogeneous Populations (Q5057225) (← links)
- A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood (Q5089442) (← links)
- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters (Q5221307) (← links)
- Robust penalized empirical likelihood in high dimensional longitudinal data analysis (Q6049408) (← links)
- Semiparametric estimation of structural nested mean models with irregularly spaced longitudinal observations (Q6055622) (← links)
- Distributed estimation with empirical likelihood (Q6059452) (← links)
- Penalized Jackknife Empirical Likelihood in High Dimensions (Q6069864) (← links)
- Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach (Q6079489) (← links)
- Bayesian analysis of longitudinal data via empirical likelihood (Q6096645) (← links)
- Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
- Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression (Q6175797) (← links)
