Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Max-sum tests for cross-sectional independence of high-dimensional panel data |
scientific article |
Statements
Max-sum tests for cross-sectional independence of high-dimensional panel data (English)
0 references
25 April 2022
0 references
asymptotic independence
0 references
asymptotic normality
0 references
cross-sectional independence
0 references
extreme-value distribution
0 references
high-dimensional data
0 references
hypothesis tests
0 references
max-sum test
0 references
panel data models
0 references
