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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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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…