Signal Detection in High Dmension: The Multispiked Case
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References listed on IDEAS
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- Badi Baltagi & Chihwa Kao & Fa wang, 2016. "Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers 189, Center for Policy Research, Maxwell School, Syracuse University.
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- Matteo Barigozzi & Lorenzo Trapani, 2018. "Sequential testing for structural stability in approximate factor models," Discussion Papers 18/04, University of Nottingham, Granger Centre for Time Series Econometrics.
- Christine Cutting & Davy Paindaveine & Thomas Verdebout, 2015. "Testing Uniformity on High-Dimensional Spheres against Contiguous Rotationally Symmetric Alternatives," Working Papers ECARES ECARES 2015-04, ULB -- Universite Libre de Bruxelles.
- Anders Bredahl Kock & David Preinerstorfer, 2019.
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- Anders Bredahl Kock & David Preinerstorfer, 2017. "Power in High-dimensional testing Problems," Working Papers ECARES ECARES 2017-42, ULB -- Universite Libre de Bruxelles.
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Keywords
sphericity tests; large dimentionality; asymptotic power; spiked covariance; contiguity; power enveloppe;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2012-11-03 (Econometrics)
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