Penalized high-dimensional empirical likelihood
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Publication:3067016
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- Empirical likelihood in single-index quantile regression with high dimensional and missing observations
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
- Penalized Independence Rule for Testing High-Dimensional Hypotheses
- Penalized generalized empirical likelihood in high-dimensional weakly dependent data
- Jackknife empirical likelihood for the error variance in linear models
- Calibration of the empirical likelihood for high-dimensional data
- A review of recent advances in empirical likelihood
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- A penalized version of the empirical likelihood ratio for the population mean
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