Empirical likelihood test for high dimensional linear models
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Publication:2452783
DOI10.1016/J.SPL.2013.12.019zbMATH Open1288.62071OpenAlexW2071823082MaRDI QIDQ2452783FDOQ2452783
Authors: Liang Peng, Yongcheng Qi, Ruodu Wang
Publication date: 5 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.12.019
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Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)
Cites Work
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- \(p\)-values for high-dimensional regression
- Extending the scope of empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood
- Penalized high-dimensional empirical likelihood
- High-dimensional variable selection
- Relaxed Lasso
- Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
- A two-sample test for high-dimensional data with applications to gene-set testing
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- Effects of data dimension on empirical likelihood
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Empirical likelihood approach to goodness of fit testing
- Jackknife empirical likelihood test for equality of two high dimensional means
- Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
Cited In (15)
- Empirical likelihood for higher dimensional linear models
- Jackknife empirical likelihood test for high-dimensional regression coefficients
- Empirical likelihood test for high-dimensional generalized linear models with fixed and adaptive designs
- Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent
- Penalized Jackknife Empirical Likelihood in High Dimensions
- Empirical likelihood test for a large-dimensional mean vector
- Empirical likelihood test for high-dimensional two-sample model
- Empirical likelihood for high-dimensional linear regression models
- Kernel density-based likelihood ratio tests for linear regression models
- Testing linear restrictions in linear models with empirical likelihood
- Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
- Empirical likelihood test for regression coefficients in high dimensional partially linear models
- Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
- Inference for large-scale linear systems with known coefficients
- A review of recent advances in empirical likelihood
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