A refined bootstrap procedure for high-dimensional factor-augmented regression models

DOI10.1111/STAN.70019MaRDI QIDQ6881151zbMATH OpenFDO

Authors Yanmei Shi, Xu Guo, Xinyu Zhang, Jiarong Ding

Publication date 18 December 2025

Published in Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

factor-augmented regression modeladequacy testing problembootstrap testing proceduremaximum-type test statistic

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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