Large dimensional empirical likelihood

• المؤلفون الرئيسيون: Chen, Binbin, Pan, Guangming, Yang, Qing, Zhou, Wang
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2018
• الموضوعات: Empirical Likelihood; Large Dimensional Data; DRNTU::Science::Mathematics
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/88029; http://hdl.handle.net/10220/46882
• المؤسسة: 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...