72 citations · 765 across the 35 of their papers we have counts for
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3 papers · 1 filter
math.ST2013
High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Jinyuan Chang, Bin Guo, Qiwei Yao
We consider a multivariate time series model which represents a high dimensional vector process as a sum of three terms: a linear regression of some observed regressors, a linear c…
math.ST2013★ 64 cited
High dimensional generalized empirical likelihood for moment restrictions with dependent data
Jinyuan Chang, Song Xi Chen, Xiaohong Chen
This paper considers the maximum generalized empirical likelihood (GEL) estimation and inference on parameters identified by high dimensional moment restrictions with weakly depend…
math.ST2013★ 72 cited
Marginal empirical likelihood and sure independence feature screening
Jinyuan Chang, Cheng Yong Tang, Yichao Wu
We study a marginal empirical likelihood approach in scenarios when the number of variables grows exponentially with the sample size. The marginal empirical likelihood ratios as fu…