1 citations · 4 across the 10 of their papers we have counts for
9 papers · 1 filter
Fisher's combined probability test for cross-sectional independence in panel data models with serial correlation
Hongfei Wang, Binghui Liu, Long Feng +1
Testing cross-sectional independence in panel data models is of fundamental importance in econometric analysis with high-dimensional panels. Recently, econometricians began to turn…
Adaptive Testing for Alphas in Conditional Factor Models with High Dimensional Assets
Huifang MA, Long Feng, Zhaojun Wang
This paper focuses on testing for the presence of alpha in time-varying factor pricing models, specifically when the number of securities N is larger than the time dimension of the…
Testing for high-dimensional white noise
Long Feng, Binghui Liu, Yanyuan Ma
Testing for multi-dimensional white noise is an important subject in statistical inference. Such test in the high-dimensional case becomes an open problem waiting to be solved, esp…
Optimal Sign Test for High Dimensional Location Parameters
Long Feng
This article concerns tests for location parameters in cases where the data dimension is larger than the sample size. We propose a family of tests based on the optimality arguments…
High Dimensional Spatial Rank Test for Two-Sample Location Problem
Long Feng
This article concerns tests for the two-sample location problem when the dimension is larger than the sample size. The traditional multivariate-rank-based procedures cannot be used…
Spatial-Sign based High-Dimensional Location Test
Long Feng, Fasheng Sun
In this paper, we consider the problem of testing the mean vector in the high dimensional settings. We proposed a new robust scalar transform invariant test based on spatial sign.…