Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
نویسندگان
چکیده
منابع مشابه
Empirical likelihood for heteroscedastic partially linear models
AMS 2000 subject classifications: 62F35 62G20 Keywords: Double robustness Empirical likelihood Heteroscedasticity Kernel estimation Partially linear model Semiparametric efficiency a b s t r a c t We make empirical-likelihood-based inference for the parameters in heteroscedastic partially linear models. Unlike the existing empirical likelihood procedures for heteroscedastic partially linear mod...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2018
ISSN: 1017-0405
DOI: 10.5705/ss.202017.0041