Pages that link to "Item:Q4614296"

The following pages link to Power Enhancement in High-Dimensional Cross-Sectional Tests (Q4614296):

Displaying 41 items.

• Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
• A practical test for strict exogeneity in linear panel data models with fixed effects (Q1672580) (← links)
• Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
• Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach (Q1753053) (← links)
• Projection tests for high-dimensional spiked covariance matrices (Q1755108) (← links)
• Specification tests based on MCMC output (Q1792489) (← links)
• Change-point detection in multinomial data with a large number of categories (Q1800792) (← links)
• Projection-based high-dimensional sign test (Q2131148) (← links)
• Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
• Sequential change point detection in high dimensional time series (Q2154962) (← links)
• On Sobolev tests of uniformity on the circle with an extension to the sphere (Q2174999) (← links)
• Robust inference via multiplier bootstrap (Q2196240) (← links)
• Comparing a large number of multivariate distributions (Q2214253) (← links)
• Two-sample tests for high-dimensional covariance matrices using both difference and ratio (Q2219224) (← links)
• Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
• On rank estimators in increasing dimensions (Q2294449) (← links)
• Inference in partially identified models with many moment inequalities using Lasso (Q2301088) (← links)
• Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
• Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
• Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
• High-dimensional test for alpha in linear factor pricing models with sparse alternatives (Q2673200) (← links)
• Large dimensional latent factor modeling with missing observations and applications to causal inference (Q2688665) (← links)
• Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
• ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM (Q5051523) (← links)
• Hypothesis Testing for Block-structured Correlation for High Dimensional Variables (Q5066769) (← links)
• Independence test in high-dimension using distance correlation and power enhancement technique (Q5077492) (← links)
• A setwise EWMA scheme for monitoring high-dimensional datastreams (Q5107058) (← links)
• Multiple change-points detection in high dimension (Q5108292) (← links)
• The abstract of doctoral dissertation ‘Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data’ (Q5880053) (← links)
• Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
• High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions (Q6069874) (← links)
• Adaptive Tests for Bandedness of High-dimensional Covariance Matrices (Q6069890) (← links)
• Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination (Q6103258) (← links)
• News-implied linkages and local dependency in the equity market (Q6108277) (← links)
• Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding (Q6108302) (← links)
• Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)
• HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION (Q6145546) (← links)
• Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
• Bootstrap analysis of mutual fund performance (Q6163278) (← links)
• Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
• Rank-based max-sum tests for mutual independence of high-dimensional random vectors (Q6193027) (← links)