Regularization parameter selection for penalized empirical likelihood estimator

Tomohiro Ando; Naoya Sueishi

doi:10.1016/j.econlet.2019.02.011

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Regularization parameter selection for penalized empirical likelihood estimator

Tomohiro Ando Naoya Sueishi

Year: 2019 Journal: Economics Letters Vol: 178 Pages: 1-4 Publisher: Elsevier BV

DOI: 10.1016/j.econlet.2019.02.011

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Keywords:

Estimator Mathematics Empirical likelihood Regularization (linguistics) Model selection Mathematical optimization Estimation theory Selection (genetic algorithm) Statistics Econometrics Applied mathematics Computer science Artificial intelligence

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Distribution Estimation and Applications

Physical Sciences → Mathematics → Statistics and Probability

Regularization parameter selection for penalized empirical likelihood estimator

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