Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression

DOI10.1016/J.JSPI.2011.06.014MaRDI QIDQ719477zbMATH OpenOpenAlexFDO

Authors Lu Lin, Feng Li, Li-Xing Zhu

Publication date 10 October 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2011.06.014

zbMATH Keywords

empirical likelihoodnon-sparsity

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

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Cited in

(3)

• Consistent inference for biased sub-model of high-dimensional partially linear model
• Multi-step-adjustment consistent inference for a biased sub-model of multidimensional linear regression
• Inference for biased models: a quasi-instrumental variable approach

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