David Preinerstorfer

Available identifiers

Publication	Date of Publication	Type
HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION	2024-01-09	Paper
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?	2023-08-15	Paper
Treatment recommendation with distributional targets	2023-06-09	Paper
Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination	2023-06-02	Paper
Functional Sequential Treatment Allocation	2023-03-09	Paper
A Modern Gauss-Markov Theorem? Really?	2022-03-02	Paper
Superconsistency of Tests in High Dimensions	2021-06-07	Paper
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?	2020-05-08	Paper
Uniformly valid confidence intervals post-model-selection	2020-05-05	Paper
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing	2019-10-11	Paper
Power in High‐Dimensional Testing Problems	2019-07-19	Paper
Controlling the size of autocorrelation robust tests	2019-04-26	Paper
Parameter recovery and model selection in mixed Rasch models	2019-01-31	Paper
Finite sample properties of tests based on prewhitened nonparametric covariance estimators	2017-06-08	Paper
ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX	2017-05-10	Paper
ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS	2016-04-22	Paper
Non-monotonic penalizing for the number of structural breaks	2015-03-03	Paper

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