Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters

DOI10.1080/10485252.2020.1717491zbMath1435.62447MaRDI QIDQ5221307

Yichao Wu, Chaowen Zheng

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

zbMATH Keywords

empirical likelihood; variable selection; tuning parameter selection; generalised information criterion

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H12: Estimation in multivariate analysis

62B10: Statistical aspects of information-theoretic topics

62R07: Statistical aspects of big data and data science