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

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Most powerful test against a sequence of high dimensional local alternatives

scientific article; zbMATH DE number 7674653

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English	Most powerful test against a sequence of high dimensional local alternatives	scientific article; zbMATH DE number 7674653

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instance of

scholarly article

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title

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

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Journal of Econometrics

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publication date

14 April 2023

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zbMATH Keywords

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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cites work

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Economic Predictions With Big Data: The Illusion of Sparsity

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Q3911791

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Identifiers

Mathematics Subject Classification ID

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10.1016/J.JECONOM.2021.10.015

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Sitelinks

Mathematics(1 entry)

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