2 papers
math.ST2021
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…
math.ST2016
Inference in partially identified models with many moment inequalities using Lasso
Federico A. Bugni, Mehmet Caner, Anders Bredahl Kock +1
This paper considers inference in a partially identified moment (in)equality model with many moment inequalities. We propose a novel two-step inference procedure that combines the…