Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268): Difference between revisions

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Latest revision as of 10:16, 30 July 2024

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Max-sum tests for cross-sectional independence of high-dimensional panel data
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    Max-sum tests for cross-sectional independence of high-dimensional panel data (English)
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    25 April 2022
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    asymptotic independence
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    asymptotic normality
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    cross-sectional independence
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    extreme-value distribution
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    high-dimensional data
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    hypothesis tests
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    max-sum test
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    panel data models
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