Power enhancement in high-dimensional cross-sectional tests (Q4614296)
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scientific article; zbMATH DE number 7008670
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| default for all languages | No label defined |
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| English | Power enhancement in high-dimensional cross-sectional tests |
scientific article; zbMATH DE number 7008670 |
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Power Enhancement in High-Dimensional Cross-Sectional Tests (English)
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30 January 2019
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sparse alternatives
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thresholding
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large covariance matrix estimation
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Wald test
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screening
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cross-sectional dependence
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factor pricing model
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0.8134857416152954
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0.7713329195976257
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0.7652411460876465
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0.7612694501876831
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0.7583522200584412
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