Pages that link to "Item:Q2913860"

The following pages link to Penalized empirical likelihood and growing dimensional general estimating equations (Q2913860):

Displaying 50 items.

• Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Empirical likelihood confidence tubes for functional parameters in plug-in estimation (Q321919) (← links)
• Marginal empirical likelihood and sure independence feature screening (Q385789) (← links)
• Empirical likelihood for linear transformation models with interval-censored failure time data (Q391563) (← links)
• Empirical likelihood for high-dimensional linear regression models (Q479491) (← links)
• Empirical likelihood and estimating equations for survey data analysis (Q830261) (← links)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
• A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
• Partial penalized empirical likelihood ratio test under sparse case (Q2013032) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
• Bayesian analysis of restricted penalized empirical likelihood (Q2032227) (← links)
• Clustering of subsample means based on pairwise L1 regularized empirical likelihood (Q2046479) (← links)
• A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data (Q2111067) (← links)
• Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators (Q2131976) (← links)
• Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
• Empirical likelihood inference for rank regression with doubly truncated data (Q2245662) (← links)
• Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response (Q2291327) (← links)
• Logical and test consistency in pairwise multiple comparisons (Q2301083) (← links)
• Weighted quantile regression in varying-coefficient model with longitudinal data (Q2305311) (← links)
• Bayesian empirical likelihood for ridge and Lasso regressions (Q2305317) (← links)
• Penalized empirical likelihood for the sparse Cox regression model (Q2317296) (← links)
• High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
• Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates (Q2361478) (← links)
• Conditional sure independence screening by conditional marginal empirical likelihood (Q2397046) (← links)
• Penalized empirical likelihood for semiparametric models with a diverging number of parameters (Q2409625) (← links)
• Penalized generalized empirical likelihood in high-dimensional weakly dependent data (Q2418518) (← links)
• Empirical Likelihood for Censored Linear Regression and Variable Selection (Q2949877) (← links)
• Empirical likelihood for high-dimensional partially functional linear model (Q3387068) (← links)
• Penalized empirical likelihood for quantile regression with missing covariates and auxiliary information (Q4563514) (← links)
• Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors (Q4987229) (← links)
• Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q5012336) (← links)
• Data Integration with Oracle Use of External Information from Heterogeneous Populations (Q5057225) (← links)
• Empirical likelihood in varying-coefficient quantile regression with missing observations (Q5079229) (← links)
• Penalized empirical likelihood for generalized linear models with longitudinal data (Q5084007) (← links)
• Penalized empirical likelihood inference for the GINAR(<i>p</i>) model (Q5095839) (← links)
• Nested coordinate descent algorithms for empirical likelihood (Q5219446) (← links)
• Tuning parameter selection for penalised empirical likelihood with a diverging number of parameters (Q5221307) (← links)
• Penalised empirical likelihood for the additive hazards model with high-dimensional data (Q5266567) (← links)
• Statistical inference for nonignorable missing-data problems: a selective review (Q5879962) (← links)
• On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279) (← links)
• Robust penalized empirical likelihood in high dimensional longitudinal data analysis (Q6049408) (← links)
• Distributed estimation with empirical likelihood (Q6059452) (← links)
• Penalized Jackknife Empirical Likelihood in High Dimensions (Q6069864) (← links)
• Some Theoretical and Practical Aspects of Empirical Likelihood Methods for Complex Surveys (Q6069924) (← links)
• Synthesizing external aggregated information in the presence of population heterogeneity: A penalized empirical likelihood approach (Q6079489) (← links)
• Bayesian analysis of longitudinal data via empirical likelihood (Q6096645) (← links)