The following pages link to David Preinerstorfer (Q1739595):
Displayed 16 items.
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Controlling the size of autocorrelation robust tests (Q1739596) (← links)
- Uniformly valid confidence intervals post-model-selection (Q2176628) (← links)
- Non-monotonic penalizing for the number of structural breaks (Q2259336) (← links)
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
- Finite sample properties of tests based on prewhitened nonparametric covariance estimators (Q2396342) (← links)
- ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS (Q2801990) (← links)
- ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX (Q2981825) (← links)
- Parameter recovery and model selection in mixed Rasch models (Q4614580) (← links)
- Power in High‐Dimensional Testing Problems (Q5224217) (← links)
- Functional Sequential Treatment Allocation (Q5881136) (← links)
- Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination (Q6103258) (← links)
- HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION (Q6145546) (← links)
- Treatment recommendation with distributional targets (Q6163253) (← links)
- Superconsistency of Tests in High Dimensions (Q6369663) (← links)
- A Modern Gauss-Markov Theorem? Really? (Q6392649) (← links)