Jackknife empirical likelihood test for high-dimensional regression coefficients

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

Authors Yangguang Zang, Sanguo Zhang, Qizhai Li, Qingzhao 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)

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Cites work

• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• scientific article; zbMATH DE number 6468201 (Why is no real title available?)
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• Empirical likelihood
• Jackknife Empirical Likelihood
• Jackknife Empirical Likelihood Intervals for Spearman’s Rho
• Jackknife empirical likelihood method for some risk measures and related quantities
• Jackknife empirical likelihood test for equality of two high dimensional means
• On robust regression with high-dimensional predictors
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• Smoothed jackknife empirical likelihood method for ROC curve
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Testing Against a High Dimensional Alternative
• Testing against a high-dimensional alternative in the generalized linear model: asymptotic type I error control
• Tests for covariance matrix with fixed or divergent dimension
• Tests for high-dimensional covariance matrices
• Tests for high-dimensional regression coefficients with factorial designs
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(6)

• A review of recent advances in empirical likelihood
• Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
• 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
• Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data

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