Penalized empirical likelihood for longitudinal expectile regression with growing dimensional data

Expectile regression (ER) naturally extends the classical least squares to investigate heterogeneous effects of covariates on the distribution of the response variable. In this paper, we propose a penalized empirical likelihood (PEL) based ER estimator, which incorporates quadratic inference functio...

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Vydáno v:	Journal of the Korean Statistical Society Ročník 53; číslo 3; s. 752 - 773
Hlavní autoři:	Zhang, Ting, Wang, Yanan, Wang, Lei
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Singapore Springer Nature Singapore 01.09.2024 Springer Nature B.V 한국통계학회
Témata:	Applied Statistics Bayesian Inference Mathematics and Statistics Research Article Statistical Theory and Methods Statistics Statistics and Computing/Statistics Programs 통계학 Quadratic inference function Within-subject correlation Oracle property Selection consistency
ISSN:	1226-3192, 2005-2863
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