Detecting variance change-points for blocked time series and dependent panel data

von Xu, Minya
Veröffentlicht in Journal of business & economic statistics (2016)

Tests for high-dimensional covariance matrices

von Chen, Song Xi
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2010)

Testing a single regression coefficient in high dimensional linear models

von Lan, Wei
Veröffentlicht in Journal of econometrics (2016)