Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
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- Empirical likelihood inferences for semiparametric instrumental variable models
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Cites work
- scientific article; zbMATH DE number 6263594 (Why is no real title available?)
- An orthogonality-based estimation of moments for linear mixed models
- Bayesian quantile regression based on the empirical likelihood with spike and slab priors
- Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data
- Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood inferences for semiparametric instrumental variable models
- Modified SEE variable selection for varying coefficient instrumental variable models
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Penalized empirical likelihood via bridge estimator in Cox's proportional hazard model
- Semiparametric variable selection for partially varying coefficient models with endogenous variables
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for semiparametric varying coefficient partially linear models
- Variable selection in semiparametric regression analysis for longitudinal data
Cited in
(6)- Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
- Orthogonal polynomials for seminonparametric instrumental variables model
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates
- Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates
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