Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
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Publication:6616611
Cites work
- scientific article; zbMATH DE number 772918 (Why is no real title available?)
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
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- Threshold effects in non-dynamic panels: Estimation, testing, and inference
- Time-Varying Betas Help in Asset Pricing: The Threshold CAPM
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
- Weak convergence and empirical processes. With applications to statistics
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