Penalized high-dimensional empirical likelihood

DOI10.1093/BIOMET/ASQ057zbMATH Open1204.62050OpenAlexW2156918854MaRDI QIDQ3067016FDOQ3067016

Authors: Cheng Yong Tang, Chenlei Leng 

Publication date: 20 January 2011

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4314ffbd802bf288a16ca0a683d32d5d439069b3

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zbMATH Keywords

variable selectionpenalized likelihoodempirical likelihoodhigh-dimensional data analysisconfidence regionsmoothly clipped absolute deviation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12) General theory of numerical analysis in abstract spaces (65J05)

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