activity
20242026
most citedTesting Alpha in High Dimensional Linear Factor Pricing Models with Dependent Observations

1 citations · 1 across the 9 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2026

Boot-AVT: Asymptotically Anytime-Valid Testing with Degenerate U-Statistics via Bootstrap

Jixuan Liu, Long Feng, Liuhua Peng +1

Many nonparametric tests are based on -statistics that are degenerate under the null hypothesis. We develop Boot-AVT, a bootstrap procedure for asymptotically anytime-valid test…