High-dimensional statistical testing and covariance analysis constitute a rapidly evolving field that addresses the challenges inherent in analysing datasets where the number of variables often ...

Journal of Business & Economic Statistics, Vol. 34, No. 4, Special Issue on Big Data (October 2016), pp. 504-518 (15 pages) We propose a composite realized kernel to estimate the ex-post covariation ...

This is a preview. Log in through your library . Abstract Field trials for variety selection often exhibit spatial correlation between plots. When multivariate data are analysed from these field ...