Pages that link to "Item:Q2343775"

The following pages link to High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775):

Displaying 27 items.

• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
• Confidence regions for entries of a large precision matrix (Q1668572) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• Asymptotic normality of quadratic forms with random vectors of increasing dimension (Q1686240) (← links)
• Banded spatio-temporal autoregressions (Q1739642) (← links)
• Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
• A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
• A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
• Bayesian analysis of restricted penalized empirical likelihood (Q2032227) (← links)
• Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
• Sparse spatio-temporal autoregressions by profiling and bagging (Q2106397) (← links)
• Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Empirical likelihood inference for rank regression with doubly truncated data (Q2245662) (← links)
• Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
• Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• Empirical likelihood for high-dimensional partially functional linear model (Q3387068) (← links)
• Series estimation for single‐index models under constraints (Q5117660) (← links)
• Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters (Q5221307) (← links)
• Penalized Jackknife Empirical Likelihood in High Dimensions (Q6069864) (← links)
• Testing the martingale difference hypothesis in high dimension (Q6108287) (← links)
• Robust inference theory for non-regular time series models and its extensions (Q6601515) (← links)
• A review of recent advances in empirical likelihood (Q6602013) (← links)
• Functional quantile autoregression (Q6664651) (← links)
• Empirical likelihood based confidence regions for functional of copulas (Q6669479) (← links)