Robust sphericity test in the panel data model
type: Item
instance of: scholarly article
title: Robust sphericity test in the panel data model
zbMATH Open document ID: 1478.62141
author: Ping Zhao
author: Long Feng
author: XiaoXu Zhang
published in: Statistics \& Probability Letters
publication date: 2022-01-24T00:00:00Z
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62G35
zbMATH DE Number: 7462368
zbMATH Keywords: cross-sectional dependence
zbMATH Keywords: high dimension
zbMATH Keywords: multivariate-sign
zbMATH Keywords: panel data
zbMATH Keywords: sphericity
MaRDI profile type: Publication
full work available at URL: j.spl.2021.109304
OpenAlex ID: W3215504630
cites work: Testing for sphericity in a fixed effects panel data model
cites work: On testing for sphericity with non-normality in a fixed effects panel data model
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cites work: Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
cites work: A note on tests of sphericity and cross-sectional dependence for fixed effects panel model
cites work: Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
cites work: A bias-adjusted LM test of error cross-section independence
cites work: Multivariate sign-based high-dimensional tests for sphericity
DOI: 10.1016/J.SPL.2021.109304
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description: scientific article; zbMATH DE number 7462368