High-dimensional non-parametric tests for linear asset pricing models (Q6543960)
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scientific article; zbMATH DE number 7853626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional non-parametric tests for linear asset pricing models |
scientific article; zbMATH DE number 7853626 |
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High-dimensional non-parametric tests for linear asset pricing models (English)
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27 May 2024
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asymptotic normality
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elliptical distribution family
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high-dimensional alpha tests
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local power analysis
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spatial-sign tests
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