STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA

DOI10.1017/s026646662100044xarXiv1902.04304OpenAlexW3204346704MaRDI QIDQ6145544

Lukas Steinberger, Hannes Leeb

Publication date: 9 January 2024

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.04304

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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