Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics
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DOI: 10.1093/biomet/asaa081
Abstract: This paper sheds light on inference problems for statistical models under alternative or nonstandard asymptotic frameworks from the perspective of jackknife empirical likelihood. Examples include small bandwidth asymptotics for semiparametric inference and goodness-offit testing, sparse… read more here.
Keywords: sparse network; empirical likelihood; jackknife empirical; small bandwidth ... See more keywords