Most powerful test against a sequence of high dimensional local alternatives (Q2697980)

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English	Most powerful test against a sequence of high dimensional local alternatives	scientific article

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title

Most powerful test against a sequence of high dimensional local alternatives (English)

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DOI

10.1016/j.jeconom.2021.10.015

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Journal of Econometrics

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publication date

14 April 2023

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Mathematics Subject Classification ID

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high-dimensional linear model

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hypothesis testing

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uniformly powerful test

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nuisance parameter

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random matrix theory

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describes a project that uses

hdi

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jeconom.2021.10.015

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OpenAlex ID

W4206805365

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mardi Publication:2697980