High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High dimensional generalized empirical likelihood for moment restrictions with dependent data |
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High dimensional generalized empirical likelihood for moment restrictions with dependent data (English)
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6 May 2015
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generalized empirical likelihood
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high dimensionality
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penalized likelihood
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variable selection
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over-identification test
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weak dependence
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