Most powerful test against a sequence of high dimensional local alternatives
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Publication:2697980
DOI10.1016/j.jeconom.2021.10.015MaRDI QIDQ2697980
Sombut Jaidee, Yi He, J. T. Gao
Publication date: 14 April 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.10.015
hypothesis testingnuisance parameterrandom matrix theoryhigh-dimensional linear modeluniformly powerful test
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Cites Work
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