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20132026
most citedOn the Power of Invariant Tests for Hypotheses on a Covariance Matrix

5 citations · 15 across the 19 of their papers we have counts for

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Showing 2016 · math.STShow all

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math.ST2016

Controlling the Size of Autocorrelation Robust Tests

Benedikt M. Pötscher, David Preinerstorfer

Autocorrelation robust tests are notorious for suffering from size distortions and power problems. We investigate under which conditions the size of autocorrelation robust tests ca…

math.ST2016

Uniformly valid confidence intervals post-model-selection

François Bachoc, David Preinerstorfer, Lukas Steinberger

We suggest general methods to construct asymptotically uniformly valid confidence intervals post-model-selection. The constructions are based on principles recently proposed by Ber…