Large dimensional empirical likelihood

• Main Authors: Chen, Binbin, Pan, Guangming, Yang, Qing, Zhou, Wang
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2018
• Subjects: Empirical Likelihood; Large Dimensional Data; DRNTU::Science::Mathematics
• Online Access: https://hdl.handle.net/10356/88029; http://hdl.handle.net/10220/46882
• Institution: Nanyang Technological University

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...