A new scope of penalized empirical likelihood with high-dimensional estimating equations
A new scope of penalized empirical likelihood with high-dimensional estimating equations
Statistical methods with empirical likelihood (EL) are appealing and effective especially in conjunction with estimating equations for flexibly and adaptively incorporating data information. It is known that EL approaches encounter difficulties when dealing with high-dimensional problems. To overcome the challenges, we begin our study with investigating high-dimensional EL from a …