<i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532)

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scientific article; zbMATH DE number 7602438
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<i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure
scientific article; zbMATH DE number 7602438

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    <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (English)
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    17 October 2022
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    common correlated effect
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    factor
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    high-dimensional
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    multiple testing
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