Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526)
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scientific article; zbMATH DE number 7814014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power enhancement for testing multi-factor asset pricing models via Fisher's method |
scientific article; zbMATH DE number 7814014 |
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Power enhancement for testing multi-factor asset pricing models via Fisher's method (English)
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6 March 2024
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high-dimensional hypothesis testing
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multi-factor pricing models
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sparse alternatives
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Fisher's method
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power enhancement
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Bahadur efficiency
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