Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models

DOI10.5705/SS.202017.0041MaRDI QIDQ4558592zbMATH OpenOpenAlexFDO

Authors Honglang Wang, Ping-Shou Zhong, Yuehua Cui

Publication date 22 November 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1805/19121

zbMATH Keywords

empirical likelihoodheteroscedastic linear modelshigh-dimensional datalow-dimensional coefficients

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

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Cited in

(9)

• Expectile regression for analyzing heteroscedasticity in high dimension
• Jackknife empirical likelihood test for high-dimensional regression coefficients
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
• High-dimensional heteroscedastic regression with an application to eQTL data analysis
• Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model
• Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity
• Combining empirical likelihood and robust estimation methods for linear regression models
• Conditional Test for Ultrahigh Dimensional Linear Regression Coefficients
• An empirical likelihood-based method for comparison of treatment effects-test of equality of coefficients in linear models

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