Empirical likelihood for high-dimensional partially linear model with martingale difference errors

DOI10.1080/03610926.2016.1260739MaRDI QIDQ4595901zbMATH OpenOpenAlexFDO

Authors Guo-Liang Fan, Zhi-Qiang Jiang, Jiang-Feng Wang

Publication date 6 December 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1260739

zbMATH Keywords

confidence regionempirical likelihoodhigh-dimensional datamartingale differencepartially linear model

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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• Empirical likelihood for high-dimensional partially functional linear model
• scientific article; zbMATH DE number 6531970 (Why is no real title available?)
• Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors
• Empirical likelihood inference for partial linear models under martingale difference sequence

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