A new spatial-sign max-type test for high-dimensional alpha is asymptotically independent of an existing sum-type test, allowing a Cauchy-combined adaptive procedure with robust power against sparse and dense alternatives.
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3 Pith papers cite this work. Polarity classification is still indexing.
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The Multiplicative Instrumental Variable Model identifies the ATT under a no-multiplicative-interaction assumption using a single-arm Wald ratio and proposes multiply robust semiparametric efficient estimators.
Synthetic construction of Hopf fibration fibers in double orthogonal projection of 4-space, shown as nested tori with analytical support and dynamic models.
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Robust Spatial-Sign-Based Testing of High-Dimensional Alpha in Conditional Factor Models
A new spatial-sign max-type test for high-dimensional alpha is asymptotically independent of an existing sum-type test, allowing a Cauchy-combined adaptive procedure with robust power against sparse and dense alternatives.
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The Multiplicative Instrumental Variable Model
The Multiplicative Instrumental Variable Model identifies the ATT under a no-multiplicative-interaction assumption using a single-arm Wald ratio and proposes multiply robust semiparametric efficient estimators.
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Synthetic construction of the Hopf fibration in a double orthogonal projection of 4-space
Synthetic construction of Hopf fibration fibers in double orthogonal projection of 4-space, shown as nested tori with analytical support and dynamic models.