Profile-kernel likelihood inference with diverging number of parameters

DOI10.1214/07-AOS544zbMath1274.62289arXivmath/0701004OpenAlexW2028327298WikidataQ37071808 ScholiaQ37071808MaRDI QIDQ955140

Clifford Lam, Jianqing Fan

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

zbMATH Keywords

asymptotic normalityhigh dimensionalityprofile likelihoodgeneralized linear modelsvarying coefficientsgeneralized likelihood ratio tests

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

Related Items

Statistical inference for nonignorable missing-data problems: a selective review, Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors, Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components, A semiparametric model for cluster data, B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data, Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression, Combined-penalized likelihood estimations with a diverging number of parameters, On the adaptive elastic net with a diverging number of parameters, Functional coefficient autoregressive conditional root model, Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data, Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random, Variable selection for partially varying coefficient model based on modal regression under high dimensional data, Variable selection in partially time-varying coefficient models, Semiparametric Stochastic Frontier Estimation via Profile Likelihood, Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient, Variable selection in measurement error models, Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components, Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty, Penalized empirical likelihood for semiparametric models with a diverging number of parameters, Composite quantile regression for massive datasets, On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters, Exponentially tilted likelihood inference on growing dimensional unconditional moment models, Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates, A profile-type smoothed score function for a varying coefficient partially linear model, Varying Coefficient Regression Models: A Review and New Developments, Partially functional linear varying coefficient model, Shrinkage estimation of dynamic panel data models with interactive fixed effects, Partial linear model averaging prediction for longitudinal data, Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso, Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates, IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS, High-dimensional VARs with common factors, New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models, GEE analysis of clustered binary data with diverging number of covariates, Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression, A difference based approach to the semiparametric partial linear model, Using thresholding difference-based estimators for variable selection in partial linear models, Penalized least-squares estimation for regression coefficients in high-dimensional partially linear models, Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters, SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES, Asymptotic efficiency of ridge estimator in linear and semiparametric linear models, Identifying latent group structures in nonlinear panels, Robust variable selection for nonlinear models with diverging number of parameters, Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function, Unnamed Item, A flexible semiparametric forecasting model for time series, Effective identification and estimation for the semiparametric measurement error model, Distributed one-step upgraded estimation for non-uniformly and non-randomly distributed data, Variable selection for generalized varying coefficient partially linear models with diverging number of parameters, Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models, Profile-kernel likelihood inference with diverging number of parameters, Nonconcave penalized estimation for partially linear models with longitudinal data, SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS, Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models, Identifying latent grouped patterns in panel data models with interactive fixed effects, Semi-parametric inference for semi-varying coefficient panel data model with individual effects, Partially linear additive quantile regression in ultra-high dimension, Profile statistical inference for partially linear additive models with a diverging number of parameters, Semiparametric quasi-likelihood estimation with missing data, GMM and misspecification correction for misspecified models with diverging number of parameters, Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models, Profile Likelihood Inferences on the Partially Linear Model with a Diverging Number of Parameters, Empirical likelihood for high-dimensional partially functional linear model, Bias-correction for Weibull common shape estimation, GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES, A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model, Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters, Component Selection in the Additive Regression Model, Unnamed Item, Two Adjusted Empirical-Likelihood-Based Methods in Generalized Varying-Coefficient Partially Linear Model, Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes, Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates, Jackknife model averaging for quantile regressions

Uses Software

• Excel

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local polynomial fitting in semivarying coefficient model
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Profile-kernel likelihood inference with diverging number of parameters
• Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
• Profile likelihood and conditionally parametric models
• Central limit theorems for C(S)-valued random variables
• An elementary estimator of the partial linear model
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Generalized likelihood ratio statistics and Wilks phenomenon
• Nonconcave penalized likelihood with a diverging number of parameters.
• Variable selection in semiparametric regression modeling
• The Stochastic Difference Between Econometric Statistics
• Profile-kernel versus backfitting in the partially linear models for longitudinal/clustered data
• Efficient estimation for semivarying-coefficient models
• One-Step Huber Estimates in the Linear Model
• Asymptotic Statistics
• On Profile Likelihood
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Semiparametric Estimation in General Repeated Measures Problems
• Semilinear High-Dimensional Model for Normalization of Microarray Data