Testing cross-sectional independence in panel data models is of fundamen...
This paper focuses on testing for the presence of alpha in time-varying
...
Testing for multi-dimensional white noise is an important subject in
sta...
We propose Deep Kronecker Network (DKN), a novel framework designed for
...
This paper aims to present the first Frequentist framework on signal reg...
For a set of dependent random variables, without stationary or the stron...
High-dimensional changepoint inference that adapts to various change pat...
This paper establishes the asymptotic independence between the quadratic...
The development of high-dimensional white noise test is important in bot...
We consider a testing problem for cross-sectional dependence for
high-di...
In this paper, we propose a power comparison between high dimensional t-...
The Lasso is biased. Concave penalized least squares estimation (PLSE) t...