Cover Image

Testing Alpha in High-Dimensional Conditional Time-Varying Factor Models with Dependent Observations

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Feng, Long, Ma, Huifang, Wang, Zhaojun
Format:	Preprint
Published:	2026
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Testing Alpha in High Dimensional Linear Factor Pricing Models with Dependent Observations
by: Ma, Huifang, et al.
Published: (2024)

Adaptive Strategy of Testing Alphas in High Dimensional Linear Factor Pricing Models
by: Zhao, Chenxi, et al.
Published: (2024)

Adaptive Sphericity Tests for High Dimensional Data
by: Zhao, Ping, et al.
Published: (2024)

Adaptive L-statistics for high dimensional test problem
by: Ma, Huifang, et al.
Published: (2024)

Robust Spatial-Sign-Based Testing of High-Dimensional Alpha in Conditional Factor Models
by: Zhao, Ping, et al.
Published: (2026)

Spatial-Sign based Maxsum Test for High Dimensional Location Parameters
by: Liu, Jixuan, et al.
Published: (2024)

Adaptive Test for Jump
by: Ma, Huifang, et al.
Published: (2026)

High-Dimensional Tests for Elliptical Models via Radial--Directional Dependence
by: Zhang, Haoran, et al.
Published: (2026)

Conditional Rank-Rank Regression via Deep Conditional Transformation Models
by: Wang, Xiaoyi, et al.
Published: (2026)

Adaptive Change Point Inference for High Dimensional Time Series with Temporal Dependence
by: Wang, Xiaoyi, et al.
Published: (2025)

Nonconvex High-Dimensional Time-Varying Coefficient Estimation for Noisy High-Frequency Observations with a Factor Structure
by: Shin, Minseok, et al.
Published: (2024)

High dimensional alpha test for linear factor pricing model with $L_q$-norm
by: Zhao, Ping, et al.
Published: (2026)

High dimensional matrix estimation through elliptical factor models
by: Xu, Xinyue, et al.
Published: (2025)

High-Dimensional Two-Sample Test for Elliptical Symmetry Distribution
by: Feng, Long, et al.
Published: (2026)

High dimensional Mean Test for Temporal Dependent Data
by: Hu, Yuchen, et al.
Published: (2025)

Robust High Dimensional Alpha Test for Linear Factor Pricing Model
by: Ping Zhao, et al.
Published: (2026)

High-Dimensional Time-Varying Coefficient Estimation in Diffusion Models
by: Kim, Donggyu, et al.
Published: (2022)

Adaptive Rank-based Tests for High Dimensional Mean Problems
by: Zhang, Yu, et al.
Published: (2023)

Testing Independence Between High-Dimensional Random Vectors Using Rank-Based Max-Sum Tests
by: Wang, Hongfei, et al.
Published: (2024)

Robust High-Dimensional Time-Varying Coefficient Estimation
by: Shin, Minseok, et al.
Published: (2023)

Spatial-Sign based High dimensional Change Point Inference
by: Liu, Jixuan, et al.
Published: (2025)

Note on High Dimensional Spatial-Sign Test for One Sample Problem
by: Zhao, Ping, et al.
Published: (2026)

Time-Varying Matrix Factor Models
by: Chen, Bin, et al.
Published: (2024)

Inverse Norm Weighted Maxsum Test for High Dimensional Location Parameters
by: Yan, Guowei, et al.
Published: (2025)

Conditional Testing based on Localized Conformal p-values
by: Wu, Xiaoyang, et al.
Published: (2024)

Rank-Based Tests for Mutual Independence of High-Dimensional Random Vectors via $L_q$ Norm
by: Zhao, Ping, et al.
Published: (2026)

High-Dimensional Data Analysis for Elliptically Symmetric Distributions
by: Feng, Long
Published: (2026)

High-Dimensional Covariate-Dependent Gaussian Graphical Models
by: Wang, Jiacheng, et al.
Published: (2025)

Tensor Elliptical Graphic Model
by: Liu, Jixuan, et al.
Published: (2025)

Regularized Estimation of the Loading Matrix in Factor Models for High-Dimensional Time Series
by: Liu, Xialu, et al.
Published: (2025)

Robust Mutual Fund Selection with False Discovery Rate Control
by: Wang, Hongfei, et al.
Published: (2024)

Double Robust high dimensional alpha test for linear factor pricing model
by: Zhao, Ping, et al.
Published: (2024)

To Vary or Not To Vary: A Simple Empirical Bayes Factor for Testing Variance Components
by: Vieira, Fabio, et al.
Published: (2024)

To Vary or Not To Vary: A Flexible Empirical Bayes Factor for Testing Variance Components
by: Vieira, Fabio, et al.
Published: (2025)

Efficient High-Dimensional Conditional Independence Testing
by: Banerjee, Bilol
Published: (2025)

Factor-Adjusted Multiple Testing for High-Dimensional Individual Mediation Effects
by: Shi, Chen, et al.
Published: (2026)

Sparse-Group Factor Analysis for High-Dimensional Time Series
by: Wang, Xin, et al.
Published: (2025)

Principled Inference in Dense High-Dimensional Linear Models via Local Conditional Sparsity
by: Xiong, Wenjun, et al.
Published: (2026)

Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)

Difference-Based High-Dimensional Long-Run Covariance Matrix Estimation for Mean-shift Time Series
by: Liu, Yanhong, et al.
Published: (2026)