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High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long
;
Lan, Wei
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
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Rank-based max-sum tests for mutual independence of high-dimensional random vectors
Wang, Hongfei
;
Liu, Binghui
;
Feng, Long
;
Ma, Yanyuan
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015073817
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