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Max-sum tests for cross-sectional dependence of high-demensional panel data
We consider a testing problem for cross-sectional dependence for high-di...
07/08/2020 ∙ by Long Feng, et al. ∙
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Power Comparison between High Dimensional t-Test, Sign, and Signed Rank Tests
In this paper, we propose a power comparison between high dimensional t-...
12/27/2018 ∙ by Long Feng, et al. ∙
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Sorted Concave Penalized Regression
The Lasso is biased. Concave penalized least squares estimation (PLSE) t...
12/28/2017 ∙ by Long Feng, et al. ∙
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