2 papers
stat.ME2026
Testing for Peer Effects in Heteroskedastic Fixed-Effects Panels
Leheng Cai, Weijia Li, Xu Guo
We study testing for peer effects in linear panel models with individual and time fixed effects when the interaction network is unspecified. We propose a quadratic-form test based…
math.ST2026
Strong Gaussian approximation for U-statistics in high dimensions and beyond
Weijia Li, Leheng Cai, Qirui Hu
We establish a strong Gaussian approximation for high-dimensional non-degenerate U-statistics with diverging dimension. Under mild assumptions, we construct, on a sufficiently rich…