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math.ST2017
Power in High-Dimensional Testing Problems
Anders Bredahl Kock, David Preinerstorfer
Fan et al. (2015) recently introduced a remarkable method for increasing asymptotic power of tests in high-dimensional testing problems. If applicable to a given test, their power…
math.ST2017
Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing
Benedikt M. Pötscher, David Preinerstorfer
We complement the theory developed in Preinerstorfer and Pötscher (2016) with further finite sample results on size and power of heteroskedasticity and autocorrelation robust tests…