Penalized generalized empirical likelihood in high-dimensional weakly dependent data

DOI10.1016/J.JMVA.2018.12.010MaRDI QIDQ2418518zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 27 May 2019

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2018.12.010

zbMATH Keywords

penalized likelihoodweak dependencehigh-dimensional data analysistimes seriessmoothed generalized empirical likelihoodsmoothed moment functions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3539473 (Why is no real title available?)
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Cited in

(4)

• A penalized empirical likelihood method in high dimensions
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
• Empirical likelihood for high-dimensional partially functional linear model
• Penalised inference for lagged dependent regression in the presence of autocorrelated residuals

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