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An inverse norm sign test of location parameter for high-dimensional data
Feng, Long; Liu, Binghui; Ma, Yanyuan - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 807-815
Persistent link: https://www.econbiz.de/10012587984
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High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long; Lan, Wei; Liu, Binghui; Ma, Yanyuan - In: Journal of econometrics 229 (2022) 1, pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
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A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long; Liu, Binghui; Ma, Yanyuan - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 257-271
Persistent link: https://www.econbiz.de/10014449920