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Power Enhancement in High Dimensional Cross-Sectional Tests
We propose a novel technique to boost the power of testing a high-dimensional vector H : θ = 0 against sparse alternatives where the null hypothesis is violated only by a couple of components. Existing tests based on quadratic forms such as the Wald statistic often suffer from low powers due to the...
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| Publié dans: | Econometrica |
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| Auteurs principaux: | , , |
| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
2015
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| Sujets: | |
| Accès en ligne: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4714420/ https://ncbi.nlm.nih.gov/pubmed/26778846 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3982/ECTA12749 |
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