Penalized generalized empirical likelihood in high-dimensional weakly dependent data

DOI10.1016/j.jmva.2018.12.010zbMath1417.62260OpenAlexW2907330040WikidataQ128648709 ScholiaQ128648709MaRDI QIDQ2418518

Yanyan Li

Publication date: 27 May 2019

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2018.12.010

zbMATH Keywords

weak dependencepenalized likelihoodhigh-dimensional data analysistimes seriessmoothed generalized empirical likelihoodsmoothed moment functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Empirical likelihood for high-dimensional partially functional linear model

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