Max-sum tests for cross-sectional independence of high-dimensional panel data

Author:

Feng Long1,Jiang Tiefeng2,Liu Binghui3,Xiong Wei4

Affiliation:

1. School of Statistics and Data Science, LPMC & KLMDASR, Nankai University

2. School of Statistics, University of Minnesota

3. Key Laboratory of Applied Statistics of MOE & School of Mathematics and Statistics, Northeast Normal University

4. School of Statistics, University of International Business and Economics

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A bias-corrected Srivastava-type test for cross-sectional independence;Journal of Multivariate Analysis;2024-09

2. Testing independence based on Spearman’s footrule in high dimensions;Communications in Statistics - Theory and Methods;2024-07-15

3. A rank-based adaptive independence test for high-dimensional data;Communications in Statistics - Simulation and Computation;2024-06-28

4. Adaptive Testing for Alphas in Conditional Factor Models with High Dimensional Assets;Journal of Business & Economic Statistics;2024-03-06

5. New Approaches for Testing Slope Homogeneity in Large Panel Data Models;Communications in Mathematics and Statistics;2024-01-25

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