Double Robust high dimensional alpha test for linear factor pricing model

Documenti analoghi

• High dimensional alpha test for linear factor pricing model with $L_q$-norm
  di: Zhao, Ping, et al.
  Pubblicazione: (2026)
• Robust Mutual Fund Selection with False Discovery Rate Control
  di: Wang, Hongfei, et al.
  Pubblicazione: (2024)
• Adaptive L-statistics for high dimensional test problem
  di: Ma, Huifang, et al.
  Pubblicazione: (2024)
• High dimensional matrix estimation through elliptical factor models
  di: Xu, Xinyue, et al.
  Pubblicazione: (2025)
• Spatial Sign based Principal Component Analysis for High Dimensional Data
  di: Zhao, Ping, et al.
  Pubblicazione: (2024)