A likelihood ratio framework for high-dimensional semiparametric regression

Semiparametric Likelihood Ratio Inference Revisited

Semiparametric Likelihood Ratio Inference Revisited

2000 We extend the Semiparametric Likelihood Ratio Theorem of Murphy and Van del' Vaart for one-dimensional to Euclidean paramet(;rs of auy dimension. The as:VIrlptotic distribution of the likelihood ratio statistic for testing a k-dimensional Euclidean paramet'"r is shown to be the usual under the null hypothesis. This result is useful not only for testing purposes but also in forming likeliho...

Semiparametric Quantile Regression with High-dimensional Covariates.

This paper is concerned with quantile regression for a semiparametric regression model, in which both the conditional mean and conditional variance function of the response given the covariates admit a single-index structure. This semiparametric regression model enables us to reduce the dimension of the covariates and simultaneously retains the flexibility of nonparametric regression. Under mil...

Robust high-dimensional semiparametric regression using optimized differencing method applied to the vitamin B2 production data

Background and purpose: By evolving science, knowledge, and technology, we deal with high-dimensional data in which the number of predictors may considerably exceed the sample size. The main problems with high-dimensional data are the estimation of the coefficients and interpretation. For high-dimension problems, classical methods are not reliable because of a large number of predictor variable...

A Modern Maximum-Likelihood Theory for High-dimensional Logistic Regression

Every student in statistics or data science learns early on that when the sample size n largely exceeds the number p of variables, fitting a logistic model produces estimates that are approximately unbiased. Every student also learns that there are formulas to predict the variability of these estimates which are used for the purpose of statistical inference; for instance, to produce p-values fo...