Large dimensional empirical likelihood

• Main Authors: Chen, Binbin, Pan, Guangming, Yang, Qing, Zhou, Wang
• 其他作者: School of Physical and Mathematical Sciences
• 格式: Article
• 語言: English
• 出版: 2018
• 主題: Empirical Likelihood; Large Dimensional Data; DRNTU::Science::Mathematics
• 在線閱讀: https://hdl.handle.net/10356/88029; http://hdl.handle.net/10220/46882
• 機構: 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...