Empirical likelihood test for high dimensional linear models

We propose an empirical likelihood method to test whether the coefficients in a possibly high-dimensional linear model are equal to given values. The asymptotic distribution of the test statistic is independent of the number of covariates in the linear model.

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Year of publication:	2014
Authors:	Peng, Liang ; Qi, Yongcheng ; Wang, Ruodu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 86.2014, C, p. 85-90
Publisher:	Elsevier
Subject:	Empirical likelihood \| High-dimensional data \| Hypothesis test \| Linear model

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010743581