2 papers
stat.ME2025
Inverse Norm Weighted Maxsum Test for High Dimensional Location Parameters
Guowei Yan, Ping Zhao, Long Feng
In the context of high-dimensional data, we investigate the one-sample location testing problem. We introduce a max-type test based on the weighted spatial sign, which exhibits exc…
stat.ME2024
Double Robust high dimensional alpha test for linear factor pricing model
Ping Zhao, Long Feng, Hongfei Wang +1
In this paper, we investigate alpha testing for high-dimensional linear factor pricing models. We propose a spatial sign-based max-type test to handle sparse alternative cases. Add…