Empirical likelihood based variable selection

DOI10.1016/j.jspi.2009.09.025zbMath1179.62047OpenAlexW2090131474MaRDI QIDQ2655057

Jiahua Chen, Asokan M. Variyath, Bovas Abraham

Publication date: 22 January 2010

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.2009.09.025

zbMATH Keywords

empirical likelihoodvariable selection

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (17)

Empirical likelihood inference in autoregressive models with time-varying variances ⋮ Finite-sample properties of the adjusted empirical likelihood ⋮ Penalized empirical likelihood for semiparametric models with a diverging number of parameters ⋮ Empirical likelihood for break detection in time series ⋮ Robust penalized empirical likelihood estimation method for linear regression ⋮ Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property ⋮ Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression ⋮ Empirical likelihood-based subset selection for partially linear autoregressive models ⋮ Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data ⋮ A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood ⋮ Clustering of subsample means based on pairwise L1 regularized empirical likelihood ⋮ Penalized Empirical Likelihood via Bridge Estimator in Cox's Proportional Hazard Model ⋮ Variable selection using penalized empirical likelihood ⋮ Penalized empirical likelihood for the sparse Cox regression model ⋮ Empirical likelihood-MM (EL-MM) estimation for the parameters of a linear regression model ⋮ Bayesian Estimation and Comparison of Moment Condition Models ⋮ Penalised empirical likelihood for the additive hazards model with high-dimensional data

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