Nested coordinate descent algorithms for empirical likelihood
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Cites work
- A pseudo empirical likelihood approach for stratified samples with nonresponse
- A review on empirical likelihood methods for regression
- ANOVA for longitudinal data with missing values
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Coordinate descent algorithms for lasso penalized regression
- Effects of data dimension on empirical likelihood
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood for estimating equations with missing values
- Empirical likelihood in missing data problems
- Empirical likelihood ratio confidence intervals for a single functional
- Extended Bayesian information criteria for model selection with large model spaces
- Extending the scope of empirical likelihood
- scientific article; zbMATH DE number 3793774 (Why is no real title available?)
- scientific article; zbMATH DE number 2107186 (Why is no real title available?)
- Large Sample Properties of Generalized Method of Moments Estimators
- Nonlinear optimization.
- Pathwise coordinate optimization
- Penalized empirical likelihood and growing dimensional general estimating equations
- Penalized high-dimensional empirical likelihood
- Shrinkage tuning parameter selection with a diverging number of parameters
- The MM alternative to EM
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(12)- Smoothed empirical likelihood for the Youden index
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Bayesian analysis of restricted penalized empirical likelihood
- Penalized empirical likelihood for the sparse Cox regression model
- Nested sub-sample search algorithm for estimation of threshold models
- scientific article; zbMATH DE number 1423408 (Why is no real title available?)
- Robust penalized empirical likelihood in high dimensional longitudinal data analysis
- A review of recent advances in empirical likelihood
- A systematic approach for learning imbalanced data: enhancing zero-inflated models through boosting
- Joint restricted empirical likelihood and its applications for high-dimensional datasets
- A novel approach of empirical likelihood with massive data
- Empirical Likelihood for the Analysis of Experimental Designs
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