On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator
This paper investigates the asymptotic properties of a penalized empirical likelihood estimator for moment restriction models when the number of parameters (<inline-formula> <math display="inline"> <semantics> <msub> <mi>p</mi> <mi>n</mi> <...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-03-01
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| Series: | Econometrics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2225-1146/7/1/15 |