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

DOI10.1080/10485252.2020.1717491MaRDI QIDQ5221307zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

variable selectionempirical likelihoodtuning parameter selectiongeneralised information criterion

Mathematics Subject Classification ID

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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Cites work

• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• A new look at the statistical model identification
• A new scope of penalized empirical likelihood with high-dimensional estimating equations
• A penalized empirical likelihood method in high dimensions
• A review on empirical likelihood methods for regression
• Consistent tuning parameter selection in high dimensional sparse linear regression
• Effects of data dimension on empirical likelihood
• Empirical likelihood for linear models
• Estimating equations, empirical likelihood and constraints on parameters
• Estimating the dimension of a model
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Nonconcave penalized likelihood with a diverging number of parameters.
• Penalized empirical likelihood and growing dimensional general estimating equations
• Penalized high-dimensional empirical likelihood
• Shrinkage tuning parameter selection with a diverging number of parameters
• Smoothly clipped absolute deviation on high dimensions
• Tuning parameter selection in high dimensional penalized likelihood
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for Cox's proportional hazards model and frailty model

Cited in

(4)

• Tuning parameter selection for a penalized estimator of species richness
• Consistent selection of tuning parameters via variable selection stability
• Tuning parameter selection in high dimensional penalized likelihood
• Optimal tuning parameter estimation in maximum penalized likelihood method

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