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  • Search: subject:"Large sample distribution"
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Subject
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(Non-standard) Large sample distribution 1 CAPM 1 Discounting 1 Diskontierung 1 Factor analysis 1 Factor pricing 1 Faktorenanalyse 1 Fama-MacBeth two pass procedure 1 High dimensional asymptotics 1 Inter-point distances 1 Large sample distribution 1 Permutation test 1 Principal components 1 Stochastic discount factors 1 Theorie 1 Theory 1 U-statistic 1 Weak identification 1 Weak law of large numbers 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Biswas, Munmun 1 Ghosh, Anil K. 1 Kleibergen, Frank 1 Zhang, Zhaoguo 1
Published in...
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Journal of Multivariate Analysis 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Unexplained factors and their effects on second pass image-squared's
Kleibergen, Frank; Zhang, Zhaoguo - In: Journal of econometrics 189 (2015) 1, pp. 101-116
Persistent link: https://www.econbiz.de/10011502495
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A nonparametric two-sample test applicable to high dimensional data
Biswas, Munmun; Ghosh, Anil K. - In: Journal of Multivariate Analysis 123 (2014) C, pp. 160-171
The multivariate two-sample testing problem has been well investigated in the literature, and several parametric and nonparametric methods are available for it. However, most of these two-sample tests perform poorly for high dimensional data, and many of them are not applicable when the...
Persistent link: https://www.econbiz.de/10010718996
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