Simultaneous statistical inference in dynamic factor models
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- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap
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- scientific article; zbMATH DE number 1911755
- Nonstationary dynamic factor analysis
Cites work
- scientific article; zbMATH DE number 3624650 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
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- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3340840 (Why is no real title available?)
- scientific article; zbMATH DE number 3373921 (Why is no real title available?)
- A Stepwise Resampling Method of Multiple Hypothesis Testing
- A generalized step-up-down multiple test procedure
- A stagewise rejective multiple test procedure based on a modified Bonferroni test
- A survey on multivariate chi-square distributions and their applications in testing multiple hypotheses
- An improved Bonferroni procedure for multiple tests of significance
- Applied Multivariate Analysis
- Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models
- Central limit theorem for Fourier transforms of stationary processes
- Central limit theorems for time series regression
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Control of the false discovery rate under dependence using the bootstrap and subsampling
- Dependency and false discovery rate: asymptotics
- Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
- Factor models in high-dimensional time series: A time-domain approach
- False discovery rate control of step-up-down tests with special emphasis on the asymptotically optimal rejection curve
- Generalized Augmentation to Control the False Discovery Exceedance in Multiple Testing
- Identifying a Simplifying Structure in Time Series
- Likelihood-based specification tests for dynamic factor models
- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
- Multiple comparison procedures in linear models
- OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
- On closed testing procedures with special reference to ordered analysis of variance
- On least favorable configurations for step-up-down tests
- On the false discovery rate and an asymptotically optimal rejection curve
- Parametric and nonparametric bootstrap methods for general MANOVA
- Resampling-based false discovery rate controlling multiple test procedures for correlated test statistics.
- Risk patterns and correlated brain activities. Multidimensional statistical analysis of fMRI data in economic decision making study
- Simultaneous Statistical Inference
- Some probability inequalities for ordered MTP₂ random variables: a proof of the Simes conjecture
- Some results on false discovery rate in stepwise multiple testing procedures.
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- Stepwise Multiple Testing as Formalized Data Snooping
- Stepwise normal theory multiple test procedures controlling the false discovery rate
- Testing Statistical Hypotheses
- The Generalized Dynamic Factor Model
- The Simes Method for Multiple Hypothesis Testing With Positively Dependent Test Statistics
- The control of the false discovery rate in multiple testing under dependency.
- Time series modelling with semiparametric factor dynamics
Cited in
(11)- Estimation of dynamic models on the factors of marginal principal component analysis
- A spectral EM algorithm for dynamic factor models
- Likelihood-based specification tests for dynamic factor models
- Exact and asymptotic tests on a factor model in low and large dimensions with applications
- Dynamic semi-parametric factor model for functional expectiles
- Multiple comparisons of mean vectors with large dimension under general conditions
- Hidden factor estimation in dynamic generalized factor analysis models
- Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap
- Estimation of common factors under cross-sectional and temporal aggregation constraints
- A simultaneous confidence-bounded true discovery proportion perspective on localizing differences in smooth terms in regression models
- Factor and Idiosyncratic Empirical Processes
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