2 papers
stat.ME2024
Testing Independence Between High-Dimensional Random Vectors Using Rank-Based Max-Sum Tests
Hongfei Wang, Binghui Liu, Long Feng
In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known…
stat.ME2023
Fisher's combined probability test for cross-sectional independence in panel data models with serial correlation
Hongfei Wang, Binghui Liu, Long Feng +1
Testing cross-sectional independence in panel data models is of fundamental importance in econometric analysis with high-dimensional panels. Recently, econometricians began to turn…