Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters
DOI10.1080/10485252.2020.1717491zbMATH Open1435.62447OpenAlexW3003745123MaRDI QIDQ5221307FDOQ5221307
Authors: Chaowen Zheng, Yichao Wu 
Publication date: 25 March 2020
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2020.1717491
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Computational methods for problems pertaining to statistics (62-08) Statistical aspects of information-theoretic topics (62B10) Statistical aspects of big data and data science (62R07) Estimation in multivariate analysis (62H12)
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