A new scope of penalized empirical likelihood with high-dimensional estimating equations

DOI10.1214/17-AOS1655zbMath1408.62053arXiv1704.00566MaRDI QIDQ1990574

Jinyuan Chang, Cheng Yong Tang, Tong Tong Wu

Publication date: 25 October 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.00566

zbMATH Keywords

moment selectionestimating equationsempirical likelihoodpenalized likelihoodhigh-dimensional statistical methods

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric inference (62G99)

Related Items (21)

Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model ⋮ Data Integration with Oracle Use of External Information from Heterogeneous Populations ⋮ Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data ⋮ Penalized generalized empirical likelihood in high-dimensional weakly dependent data ⋮ Robust penalized empirical likelihood in high dimensional longitudinal data analysis ⋮ Bayesian elastic net based on empirical likelihood ⋮ Semiparametric estimation of structural nested mean models with irregularly spaced longitudinal observations ⋮ Distributed estimation with empirical likelihood ⋮ Penalized Jackknife Empirical Likelihood in High Dimensions ⋮ Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data ⋮ Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach ⋮ Bayesian analysis of longitudinal data via empirical likelihood ⋮ Testing the martingale difference hypothesis in high dimension ⋮ Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression ⋮ Culling the Herd of Moments with Penalized Empirical Likelihood ⋮ Penalized empirical likelihood for partially linear errors-in-variables models ⋮ Regularization parameter selection for penalized empirical likelihood estimator ⋮ Empirical likelihood inference for rank regression with doubly truncated data ⋮ A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood ⋮ Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters ⋮ Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Longitudinal data analysis using generalized linear models
• Nearly unbiased variable selection under minimax concave penalty
• A unified approach to model selection and sparse recovery using regularized least squares
• Improving generalised estimating equations using quadratic inference functions
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood
• On the second-order properties of empirical likelihood with moment restrictions
• Econometric estimation with high-dimensional moment equalities
• Marginal empirical likelihood and sure independence feature screening
• Empirical likelihood on the full parameter space
• Select the valid and relevant moments: an information-based Lasso for GMM with many moments
• A penalized empirical likelihood method in high dimensions
• Empirical likelihood ratio confidence regions
• A penalized version of the empirical likelihood ratio for the population mean
• Extending the scope of empirical likelihood
• Estimating the dimension of a model
• Empirical likelihood and general estimating equations
• Bounds on coverage probabilities of the empirical likelihood ratio confidence regions.
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
• Pathwise coordinate optimization
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Coordinate descent algorithms for lasso penalized regression
• Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
• Penalized empirical likelihood and growing dimensional general estimating equations
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• Penalized high-dimensional empirical likelihood
• Extended Bayesian information criteria for model selection with large model spaces
• Extended empirical likelihood for estimating equations
• Effects of data dimension on empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Nested coordinate descent algorithms for empirical likelihood
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• On Bartlett correction of empirical likelihood in the presence of nuisance parameters

This page was built for publication: A new scope of penalized empirical likelihood with high-dimensional estimating equations