Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Created claim: Wikidata QID (P12): Q129741766, #quickstatements; #temporary_batch_1728062974773
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Q4420195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4882268 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-Sample Test of High Dimensional Means Under Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Regularized Hotelling’s<i>T</i><sup>2</sup>Test for Pathway Analysis in Proteomic Studies / rank
 
Normal rank
Property / cites work
 
Property / cites work: A two-sample test for high-dimensional data with applications to gene-set testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems and bootstrap in high dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4101268 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Common risk factors in the returns on stocks and bonds / rank
 
Normal rank
Property / cites work
 
Property / cites work: High dimensional covariance matrix estimation using a factor model / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-dimensional covariance matrix estimation in approximate factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Covariance Estimation by Thresholding Principal Orthogonal Complements / rank
 
Normal rank
Property / cites work
 
Property / cites work: A review of 20 years of naive tests of significance for high-dimensional mean vectors and covariance matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The econometrics of mean‐variance efficiency tests: a survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for the mean vector with fewer observations than the dimension under non-normality / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for the mean vector with fewer observations than the dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: An adaptive two-sample test for high-dimensional means / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing of high dimensional mean vectors via approximate factor model / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q129741766 / rank
 
Normal rank

Latest revision as of 18:46, 4 October 2024

scientific article
Language Label Description Also known as
English
Adaptive test for mean vectors of high-dimensional time series data with factor structure
scientific article

    Statements

    Adaptive test for mean vectors of high-dimensional time series data with factor structure (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    12 November 2018
    0 references
    approximate factor model
    0 references
    data-adaptive test
    0 references
    high-dimensional time series
    0 references
    multiplier bootstrap
    0 references
    0 references
    0 references
    0 references

    Identifiers