Penalized empirical likelihood for semiparametric models with a diverging number of parameters
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Publication:2409625
DOI10.1016/j.jspi.2017.02.006zbMath1376.62018OpenAlexW2590937620MaRDI QIDQ2409625
Jianglin Fang, Xuewen Lu, Wanrong Liu
Publication date: 13 October 2017
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2017.02.006
semiparametric modelshigh-dimensional dataempirical likelihoodlimit distributionestimating equationpenalized empirical likelihood
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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