Pages that link to "Item:Q2343775"
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The following pages link to High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775):
Displayed 24 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)
- Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692) (← links)