Empirical likelihood test for high dimensional linear models

DOI10.1016/J.SPL.2013.12.019MaRDI QIDQ2452783zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• \(p\)-values for high-dimensional regression
• A two-sample test for high-dimensional data with applications to gene-set testing
• Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
• Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
• Effects of data dimension on empirical likelihood
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood approach to goodness of fit testing
• Extending the scope of empirical likelihood
• High-dimensional variable selection
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 889593 (Why is no real title available?)
• Jackknife empirical likelihood test for equality of two high dimensional means
• Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
• Penalized high-dimensional empirical likelihood
• Relaxed Lasso
• The Adaptive Lasso and Its Oracle Properties

Cited in

(15)

• Jackknife empirical likelihood test for high-dimensional regression coefficients
• Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent
• Empirical likelihood test for regression coefficients in high dimensional partially linear models
• Empirical likelihood test for high-dimensional two-sample model
• Testing linear restrictions in linear models with empirical likelihood
• Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
• Empirical likelihood for high-dimensional linear regression models
• Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models
• Empirical likelihood test for a large-dimensional mean vector
• Empirical likelihood test for high-dimensional generalized linear models with fixed and adaptive designs
• Empirical likelihood for higher dimensional linear models
• Penalized Jackknife Empirical Likelihood in High Dimensions
• Inference for large-scale linear systems with known coefficients
• A review of recent advances in empirical likelihood
• Kernel density-based likelihood ratio tests for linear regression models

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