High-dimensional non-parametric tests for linear asset pricing models

DOI10.1002/sta4.490MaRDI QIDQ6543960

Xue-Min Zi, Dachuan Chen, Ping Zhao

Publication date: 27 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitylocal power analysiselliptical distribution familyhigh-dimensional alpha testsspatial-sign tests

Mathematics Subject Classification ID

Statistics (62-XX)

This page was built for publication: High-dimensional non-parametric tests for linear asset pricing models