Effects of data dimension on empirical likelihood
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Cited in
(59)- Signed rank based empirical likelihood for the symmetric location model
- Jackknife empirical likelihood test for high-dimensional regression coefficients
- A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
- Asymptotic normality of quadratic forms with random vectors of increasing dimension
- Inference about the slope in linear regression: an empirical likelihood approach
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data
- Weighted least squares estimation with missing responses: an empirical likelihood approach
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Partial penalized empirical likelihood ratio test under sparse case
- Bayesian analysis of restricted penalized empirical likelihood
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data
- GMM and misspecification correction for misspecified models with diverging number of parameters
- Penalized empirical likelihood for the sparse Cox regression model
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates
- Calibration of the empirical likelihood for high-dimensional data
- Conditional sure independence screening by conditional marginal empirical likelihood
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Penalized generalized empirical likelihood in high-dimensional weakly dependent data
- GEE analysis of clustered binary data with diverging number of covariates
- Empirical likelihood test for high dimensional linear models
- Test for a mean vector with fixed or divergent dimension
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
- Empirical likelihood for censored linear regression and variable selection
- Empirical likelihood confidence bands for mean functions of recurrent events with competing risks and a terminal event
- Reduce computation in profile empirical likelihood method
- Jackknife empirical likelihood for linear transformation models with right censoring
- Empirical likelihood confidence tubes for functional parameters in plug-in estimation
- Empirical likelihood for high-dimensional partially functional linear model
- Large dimensional empirical likelihood
- Empirical likelihood approach to goodness of fit testing
- Tests for covariance matrix with fixed or divergent dimension
- Marginal empirical likelihood and sure independence feature screening
- New empirical likelihood inference for linear transformation models
- A review of empirical likelihood methods for time series
- Statistics of robust optimization: a generalized empirical likelihood approach
- Calibration of the empirical likelihood for semiparametric varying-coefficient partially linear models with diverging number of parameters
- Nested coordinate descent algorithms for empirical likelihood
- Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters
- Penalised empirical likelihood for the additive hazards model with high-dimensional data
- Empirical likelihood for higher dimensional linear models
- Bayesian elastic net based on empirical likelihood
- Distributed estimation with empirical likelihood
- Penalized Jackknife Empirical Likelihood in High Dimensions
- Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data
- Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach
- Rejoinder on: A review on empirical likelihood methods for regression
- A review of recent advances in empirical likelihood
- Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data
- Bayesian penalized empirical likelihood and Markov chain Monte Carlo sampling
- Randomized empirical likelihood test for ultra-high dimensional means under general covariances
- Score function-based tests for ultrahigh-dimensional linear models
- Joint restricted empirical likelihood and its applications for high-dimensional datasets
- A novel approach of empirical likelihood with massive data
- On the phase transition of Wilks' phenomenon under block compound symmetry covariance structure
- A penalized empirical likelihood method in high dimensions
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- Adaptive confidence region for the direction in semiparametric regressions
- Semiparametric inference for transformation models via empirical likelihood
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