Nonparametric Bridge Regression Analysis Using Jointly Restricted Empirical Likelihood
摘要
In this paper, we first define the jointly restricted empirical likelihood (JREL) as the product of empirical likelihood. This likelihood possesses a more general structure compared to Owen’s empirical likelihood. By constructing this JREL based on various general assumptions derived from estimating equations, it offers greater flexibility than existing empirical likelihood functions, making it suitable for a wide range of nonparametric applications, such as nonparametric Bridge regression. To assess its performance, we conducted a regression simulation study and applied it to the riboflavin dataset using a Bridge regression model.