Penalized Jackknife Empirical Likelihood in High Dimensions
From MaRDI portal
Publication:6069864
Cites work
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- A penalized empirical likelihood method in high dimensions
- A regression framework for rank tests based on the probabilistic index model
- A review on empirical likelihood methods for regression
- A simple resampling method by perturbing the minimand
- Approximate jackknife empirical likelihood method for estimating equations
- Effects of data dimension on empirical likelihood
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood and general relative error criterion with divergent dimension
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Empirical likelihood test for high dimensional linear models
- Extending the scope of empirical likelihood
- High dimensional generalized empirical likelihood for moment restrictions with dependent data
- High-dimensional empirical likelihood inference
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Jackknife Empirical Likelihood
- Large dimensional empirical likelihood
- Nonconcave penalized likelihood with a diverging number of parameters.
- On nonsmooth estimating functions via jackknife empirical likelihood
- Penalised variable selection with U-estimates
- Penalized empirical likelihood and growing dimensional general estimating equations
- Penalized empirical likelihood for the sparse Cox regression model
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data
- Penalized high-dimensional empirical likelihood
- Probabilistic index models. With discussion and authors' reply
- Rank-based inference for the accelerated failure time model
- Reduce computation in profile empirical likelihood method
- Shrinkage tuning parameter selection with a diverging number of parameters
- Smoothed rank correlation of the linear transformation regression model
- The Adaptive Lasso and Its Oracle Properties
- Unified LASSO Estimation by Least Squares Approximation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(4)- Jackknife empirical likelihood test for high-dimensional regression coefficients
- Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics
- Distributed empirical likelihood inference with privacy guarantees
- Differentially private distributed inference based on U-statistics for massive data
This page was built for publication: Penalized Jackknife Empirical Likelihood in High Dimensions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6069864)
