High-dimensional data are becoming prevalent, and many new methodologies and accompanying theories for high-dimensional data analysis have emerged in response. Empirical likelihood, as a classical nonparametric method of statistical inference, has proved to possess many good features. In this...

The varying coefficient model is widely used as an extension of the linear regression model. Many procedures have been developed for the model estimation, and recently efficient variable selection procedures for the varying coefficient model have been proposed as well. However, those variable...