Large dimensional empirical likelihood
The empirical likelihood is a versatile nonparametric approach to testing hypotheses and constructing confidence regions. However it is not clear if Wilks’ Theorem still works in high dimensions. In this paper, by adding two pseudo-observations to the original data set, we prove the asymptotic norma...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Journal Article |
| Language: | English |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/88029 http://hdl.handle.net/10220/46882 |