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09/15/2023
Fisher's combined probability test for cross-sectional independence in panel data models with serial correlation
Testing cross-sectional independence in panel data models is of fundamen...
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07/18/2023
Adaptive Testing for Alphas in Conditional Factor Models with High Dimensional Assets
This paper focuses on testing for the presence of alpha in time-varying ...
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11/05/2022
Testing for high-dimensional white noise
Testing for multi-dimensional white noise is an important subject in sta...
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10/24/2022
Deep Kronecker Network
We propose Deep Kronecker Network (DKN), a novel framework designed for ...
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10/17/2022
Sparse Kronecker Product Decomposition: A General Framework of Signal Region Detection in Image Regression
This paper aims to present the first Frequentist framework on signal reg...
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05/03/2022
Asymptotic Independence of the Sum and Maximum of Dependent Random Variables with Applications to High-Dimensional Tests
For a set of dependent random variables, without stationary or the stron...
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05/02/2022
Computationally efficient and data-adaptive changepoint inference in high dimension
High-dimensional changepoint inference that adapts to various change pat...
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04/19/2022
Asymptotic Independence of the Quadratic form and Maximum of Independent Random Variables with Applications to High-Dimensional Tests
This paper establishes the asymptotic independence between the quadratic...
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04/18/2022
Rank Based Tests for High Dimensional White Noise
The development of high-dimensional white noise test is important in bot...
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07/08/2020
Max-sum tests for cross-sectional dependence of high-demensional panel data
We consider a testing problem for cross-sectional dependence for high-di...
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12/27/2018
Power Comparison between High Dimensional t-Test, Sign, and Signed Rank Tests
In this paper, we propose a power comparison between high dimensional t-...
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12/28/2017
