Calibration of the empirical likelihood for high-dimensional data
نویسندگان
چکیده
منابع مشابه
Calibration of the empirical likelihood for high-dimensional data
This article is concerned with the calibration of the empirical likelihood (EL) for high-dimensional data where the data dimension may increase as the sample size increases. We analyze the asymptotic behavior of the EL under a general multivariate model and provide weak conditions under which the best rate for the asymptotic normality of the empirical likelihood ratio (ELR) is achieved. In addi...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2012
ISSN: 0020-3157,1572-9052
DOI: 10.1007/s10463-012-0384-7