Article ID Journal Published Year Pages File Type
1151898 Statistics & Probability Letters 2014 6 Pages PDF
Abstract

We propose an empirical likelihood method to test whether the coefficients in a possibly high-dimensional linear model are equal to given values. The asymptotic distribution of the test statistic is independent of the number of covariates in the linear model.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Empirical likelihood test for high dimensional linear models
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