Empirical likelihood for high-dimensional linear regression models
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References listed on IDEAS
- Jelle J. Goeman & Sara A. Van De Geer & Hans C. Van Houwelingen, 2006. "Testing against a high dimensional alternative," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 477-493, June.
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More about this item
KeywordsAsymptotic normality; Coverage accuracy; High-dimensional data; Hotelling’s $$T$$ T -square statistic; Wilk’s phenomenon; 62G05; 62G10; 62G20;
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