David Preinerstorfer

zbMath Openpreinerstorfer.davidMaRDI QIDQ1739595

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Functional sequential treatment allocation with covariates Econometric Theory	2025-01-20	Paper
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations Statistics \& Probability Letters	2024-07-29	Paper
HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION Econometric Theory	2024-01-09	Paper
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? Econometric Theory	2023-08-15	Paper
Treatment recommendation with distributional targets Journal of Econometrics	2023-06-09	Paper
Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination Bernoulli	2023-06-02	Paper
Functional Sequential Treatment Allocation Journal of the American Statistical Association	2023-03-09	Paper
A Modern Gauss-Markov Theorem? Really?	2022-03-02	Paper
Superconsistency of Tests in High Dimensions	2021-06-07	Paper
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? Econometric Theory	2020-05-08	Paper
Uniformly valid confidence intervals post-model-selection The Annals of Statistics	2020-05-05	Paper
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing Electronic Journal of Statistics	2019-10-11	Paper
Power in high-dimensional testing problems Econometrica	2019-07-19	Paper
Controlling the size of autocorrelation robust tests Journal of Econometrics	2019-04-26	Paper
Parameter recovery and model selection in mixed Rasch models British Journal of Mathematical and Statistical Psychology	2019-01-31	Paper
Finite sample properties of tests based on prewhitened nonparametric covariance estimators Electronic Journal of Statistics	2017-06-08	Paper
On the power of invariant tests for hypotheses on a covariance matrix Econometric Theory	2017-05-10	Paper
On size and power of heteroskedasticity and autocorrelation robust tests Econometric Theory	2016-04-22	Paper
Non-monotonic penalizing for the number of structural breaks Computational Statistics	2015-03-03	Paper
A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations	N/A	Paper

Research outcomes over time

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