An inverse norm sign test of location parameter for high-dimensional data
Year of publication: |
2021
|
---|---|
Authors: | Feng, Long ; Liu, Binghui ; Ma, Yanyuan |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 3, p. 807-815
|
Subject: | Asymptotic normality | Elliptically symmetric density | High-dimensional tests | Local power analysis | Spatial sign tests | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
-
The Hausman test statistic can be negative even asymptotically
Schreiber, Sven, (2008)
-
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian, (2005)
-
Mora, Juan, (2008)
- More ...
-
High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long, (2022)
-
A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long, (2024)
-
Rank-based max-sum tests for mutual independence of high-dimensional random vectors
Wang, Hongfei, (2024)
- More ...