Jackknife empirical likelihood test for high-dimensional regression coefficients

DOI10.1016/J.CSDA.2015.08.012zbMATH Open1468.62226OpenAlexW1441125693MaRDI QIDQ1660165FDOQ1660165

Qingzhao Zhang, Yangguang Zang, Qizhai Li, Sanguo Zhang

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.08.012

zbMATH Keywords

powertype-I error ratejackknife empirical likelihoodregression coefficientshigh-dimensional analysispartial test with nuisance parameter

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• On robust regression with high-dimensional predictors
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Cited In (6)

• Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
• Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data
• Tests for regression coefficients in high dimensional partially linear models
• Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
• Empirical likelihood test for regression coefficients in high dimensional partially linear models
• A review of recent advances in empirical likelihood

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