Power Enhancement in High-Dimensional Cross-Sectional Tests (Q4614296)
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scientific article; zbMATH DE number 7008670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Enhancement in High-Dimensional Cross-Sectional Tests |
scientific article; zbMATH DE number 7008670 |
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Power Enhancement in High-Dimensional Cross-Sectional Tests (English)
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30 January 2019
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sparse alternatives
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thresholding
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large covariance matrix estimation
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Wald test
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screening
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cross-sectional dependence
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factor pricing model
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