Image de couverture de livre

Robust Spatial-Sign-Based Testing of High-Dimensional Alpha in Conditional Factor Models

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Zhao, Ping, Wang, Hongfei
Format:	Preprint
Publié:	2026
Sujets:	Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Spatial Sign based Principal Component Analysis for High Dimensional Data
par: Zhao, Ping, et autres
Publié: (2024)

Note on High Dimensional Spatial-Sign Test for One Sample Problem
par: Zhao, Ping, et autres
Publié: (2026)

Spatial-Sign based Maxsum Test for High Dimensional Location Parameters
par: Liu, Jixuan, et autres
Publié: (2024)

Rank-Based Tests for Mutual Independence of High-Dimensional Random Vectors via $L_q$ Norm
par: Zhao, Ping, et autres
Publié: (2026)

Testing Alpha in High-Dimensional Conditional Time-Varying Factor Models with Dependent Observations
par: Feng, Long, et autres
Publié: (2026)

Testing Alpha in High Dimensional Linear Factor Pricing Models with Dependent Observations
par: Ma, Huifang, et autres
Publié: (2024)

Adaptive Strategy of Testing Alphas in High Dimensional Linear Factor Pricing Models
par: Zhao, Chenxi, et autres
Publié: (2024)

High-Dimensional Two-Sample Test for Elliptical Symmetry Distribution
par: Feng, Long, et autres
Publié: (2026)

Testing Independence Between High-Dimensional Random Vectors Using Rank-Based Max-Sum Tests
par: Wang, Hongfei, et autres
Publié: (2024)

Robust High Dimensional Alpha Test for Linear Factor Pricing Model
par: Ping Zhao, et autres
Publié: (2026)

Adaptive Sphericity Tests for High Dimensional Data
par: Zhao, Ping, et autres
Publié: (2024)

Adaptive Test for High Dimensional Quantile Regression
par: Zhao, Ping, et autres
Publié: (2025)

Robust Mutual Fund Selection with False Discovery Rate Control
par: Wang, Hongfei, et autres
Publié: (2024)

Double Robust high dimensional alpha test for linear factor pricing model
par: Zhao, Ping, et autres
Publié: (2024)

Factor-Adjusted Multiple Testing for High-Dimensional Individual Mediation Effects
par: Shi, Chen, et autres
Publié: (2026)

Inverse Norm Weighted Maxsum Test for High Dimensional Location Parameters
par: Yan, Guowei, et autres
Publié: (2025)

Spatial Sign based Direct Sparse Linear Discriminant Analysis for High Dimensional Data
par: Zhuang, Dan, et autres
Publié: (2025)

High-Dimensional Spatial Autoregression with Latent Factors by Diversified Projections
par: Shi, Jiaxin, et autres
Publié: (2025)

A Spatial-Sign based Direct Approach for High Dimensional Sparse Quadratic Discriminant Analysis
par: Shen, Anqing, et autres
Publié: (2025)

Efficient High-Dimensional Conditional Independence Testing
par: Banerjee, Bilol
Publié: (2025)

Missingness-Adaptive Factor Identification in High-Dimensional Data
par: Zeng, Ping, et autres
Publié: (2026)

Robust High-Dimensional Covariate-Assisted Network Modeling
par: Zhao, Peng, et autres
Publié: (2025)

Spatial-Sign based High dimensional Change Point Inference
par: Liu, Jixuan, et autres
Publié: (2025)

A Latent Factor Model for High-Dimensional Binary Data
par: Shi, Jiaxin, et autres
Publié: (2024)

Robust Nonparametric Testing Approaches for Spatial Regression
par: Wi, Kanghyun, et autres
Publié: (2026)

Regularized Estimation of the Loading Matrix in Factor Models for High-Dimensional Time Series
par: Liu, Xialu, et autres
Publié: (2025)

Robust Inference for Generalized Linear Mixed Models: An Approach Based on Score Sign Flipping
par: Andreella, Angela, et autres
Publié: (2024)

Incorporating Subsampling into Bayesian Models for High-Dimensional Spatial Data
par: Saha, Sudipto, et autres
Publié: (2023)

Robust Ultra-High-Dimensional Variable Selection With Correlated Structure Using Group Testing
par: Guo, Wanru, et autres
Publié: (2026)

Mixture Conditional Regression with Ultrahigh Dimensional Text Data for Estimating Extralegal Factor Effects
par: Shi, Jiaxin, et autres
Publié: (2023)

High-Dimensional Covariate-Augmented Overdispersed Poisson Factor Model
par: Liu, Wei, et autres
Publié: (2024)

High-Dimensional Tests for Elliptical Models via Radial--Directional Dependence
par: Zhang, Haoran, et autres
Publié: (2026)

Sparse-Group Factor Analysis for High-Dimensional Time Series
par: Wang, Xin, et autres
Publié: (2025)

Stable Distillation and High-Dimensional Hypothesis Testing
par: Christ, Ryan, et autres
Publié: (2022)

Principled Inference in Dense High-Dimensional Linear Models via Local Conditional Sparsity
par: Xiong, Wenjun, et autres
Publié: (2026)

Dynamic Matrix Factor Models for High Dimensional Time Series
par: Yu, Ruofan, et autres
Publié: (2024)

Scale-Invariant Robust Estimation of High-Dimensional Kronecker-Structured Matrices
par: Zhang, Xiaoyu, et autres
Publié: (2025)

High-Dimensional Covariate-Augmented Overdispersed Multi-Study Poisson Factor Model
par: Liu, Wei, et autres
Publié: (2024)

Robust High-Dimensional Time-Varying Coefficient Estimation
par: Shin, Minseok, et autres
Publié: (2023)

Profiled Transfer Learning for High Dimensional Linear Model
par: Lin, Ziqian, et autres
Publié: (2024)