Empirical Likelihood Test for High Dimensional Generalized Linear Models

DOI10.1007/978-3-319-41573-4_2MaRDI QIDQ4595746zbMATH OpenOpenAlexFDO

Authors Yangguang Zang, Sanguo Zhang, Qizhai Li, Shuangge Ma, Qingzhao Zhang

Publication date 6 December 2017

Published in Contributions to Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-41573-4_2

zbMATH Keywords

empirical likelihood testgeneralized linear modelsLasso method

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cited in

(6)

• Jackknife empirical likelihood test for high-dimensional regression coefficients
• Tests for regression coefficients in high dimensional partially linear models
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
• Empirical likelihood test for regression coefficients in high dimensional partially linear models
• Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
• Global and Simultaneous Hypothesis Testing for High-Dimensional Logistic Regression Models

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