Profile-kernel likelihood inference with diverging number of parameters
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Publication:955140
DOI10.1214/07-AOS544zbMath1274.62289arXivmath/0701004WikidataQ37071808 ScholiaQ37071808MaRDI QIDQ955140
Publication date: 18 November 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0701004
asymptotic normality; high dimensionality; profile likelihood; generalized linear models; varying coefficients; generalized likelihood ratio tests
62F12: Asymptotic properties of parametric estimators
62G08: Nonparametric regression and quantile regression
62J12: Generalized linear models (logistic models)
Related Items
Variable selection in partially time-varying coefficient models, Variable selection in measurement error models, A profile-type smoothed score function for a varying coefficient partially linear model, A semiparametric model for cluster data, Profile-kernel likelihood inference with diverging number of parameters, On the adaptive elastic net with a diverging number of parameters
Uses Software
Cites Work
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