Liu, Yukun; Zou, Changliang; Wang, Zhaojun - In: Annals of the Institute of Statistical Mathematics 65 (2013) 3, pp. 529-550
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...