Culling the herd of moments with penalized empirical likelihood
Jinyuan Chang, Zhentao Shi, and Jia Zhang
| Year of publication: |
2023
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| Authors: | Chang, Jinyuan ; Shi, Zhentao ; Zhang, Jia |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 3, p. 791-805
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| Subject: | Empirical likelihood | Estimating equations | High-dimensional statistical methods | Misspecification | Moment selection | Penalized likelihood | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Statistische Methode | Statistical method | Modellierung | Scientific modelling | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2071903 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448437