Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
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Publication:5154083
DOI10.1080/03610926.2017.1373821OpenAlexW2752368500MaRDI QIDQ5154083
Publication date: 1 October 2021
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1373821
instrumental variableempirical likelihoodvariable selectionsemiparametric instrumental variable model
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (4)
Regularization statistical inferences for partially linear models with high dimensional endogenous covariates ⋮ Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates ⋮ A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data ⋮ Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables
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