Empirical likelihood test for high dimensional linear models

DOI10.1016/j.spl.2013.12.019zbMath1288.62071OpenAlexW2071823082MaRDI QIDQ2452783

Ruodu Wang, Liang Peng, Yongcheng Qi

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

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items

Empirical likelihood test for regression coefficients in high dimensional partially linear models, Penalized Jackknife Empirical Likelihood in High Dimensions, Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent

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