Calibration of the empirical likelihood for high-dimensional data

DOI10.1007/s10463-012-0384-7zbMath1396.62105MaRDI QIDQ2393156

Changliang Zou, Yukun Liu, Zhaojun Wang

Publication date: 7 August 2013

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-012-0384-7

zbMATH Keywords

asymptotic normality; high-dimensional data; coverage accuracy; Hotelling's \(T\)-square statistic

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62H15: Hypothesis testing in multivariate analysis

Related Items

Unnamed Item, Empirical likelihood test for high-dimensional two-sample model, Empirical likelihood for high-dimensional linear regression models

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