A high-dimensional test on linear hypothesis of means under a low-dimensional factor model

DOI10.1007/s00184-021-00841-2zbMath1493.62334OpenAlexW3206729249MaRDI QIDQ2142461

Yuanjing He, Ming Xiang Cao

Publication date: 27 May 2022

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-021-00841-2

zbMATH Keywords

high-dimensional datachi-squared distributionlinear hypothesislow-dimensional factor model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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