Power Enhancement in High-Dimensional Cross-Sectional Tests

Keyphrases

• Sparse Alternatives 100%
• Power Enhancement 100%
• Cross-sectional Tests 100%
• Null Distribution 50%
• Pivotal Statistic 50%
• Power Enhancement Components 50%
• Low Power 25%
• High Probability 25%
• Bootstrap 25%
• Quadratic Forms 25%
• Test Statistic 25%
• Novel Technique 25%
• Regularity Conditions 25%
• Less Component 25%
• Wald Statistic 25%
• Slow Convergence 25%
• Screening Method 25%
• Size Distortion 25%
• Panel Data Model 25%
• High-dimensional Vectors 25%
• Factor Pricing Model 25%
• Cross-sectional Independence 25%
• Test-based 25%
• High-dimensional Parameters 25%

Mathematics

• Null 100%
• Bootstrapping 50%
• Extreme Value 50%
• Low Power 50%
• Quadratic Form 50%
• Test Statistic 50%
• Regularity Condition 50%
• Wald 50%
• Powerful Test 50%
• Thresholding 50%
• Dimensional Vector 50%
• Probability 50%
• Panel Study 50%