Rank-based max-sum tests for mutual independence of high-dimensional random vectors
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Publication:6193027
DOI10.1016/j.jeconom.2023.105578MaRDI QIDQ6193027
Binghui Liu, Hongfei Wang, Long Feng, Yanyuan Ma
Publication date: 13 February 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
high dimensionalityasymptotic independencerank-based testsfixed effects panel data regression modelsmax-sum tests
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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