5 citations · 15 across the 19 of their papers we have counts for
3 papers · 1 filter
Superconsistency of Tests in High Dimensions
Anders Bredahl Kock, David Preinerstorfer
To assess whether there is some signal in a big database, aggregate tests for the global null hypothesis of no effect are routinely applied in practice before more specialized anal…
Valid Heteroskedasticity Robust Testing
Benedikt M. Pötscher, David Preinerstorfer
Tests based on heteroskedasticity robust standard errors are an important technique in econometric practice. Choosing the right critical value, however, is not simple at all: conve…
Consistency of -norm based tests in high dimensions: characterization, monotonicity, domination
Anders Bredahl Kock, David Preinerstorfer
Many commonly used test statistics are based on a norm measuring the evidence against the null hypothesis. To understand how the choice of a norm affects power properties of tests…