{"id":"https://openalex.org/W4396609844","doi":"https://doi.org/10.1080/01621459.2024.2350573","title":"Tests for Large-Dimensional Shape Matrices via Tyler\u2019s M Estimators","display_name":"Tests for Large-Dimensional Shape Matrices via Tyler\u2019s M Estimators","publication_year":2024,"publication_date":"2024-05-03","ids":{"openalex":"https://openalex.org/W4396609844","doi":"https://doi.org/10.1080/01621459.2024.2350573","pmid":"https://pubmed.ncbi.nlm.nih.gov/40485836"},"language":"en","primary_location":{"id":"doi:10.1080/01621459.2024.2350573","doi":"https://doi.org/10.1080/01621459.2024.2350573","is_oa":true,"landing_page_url":"https://doi.org/10.1080/01621459.2024.2350573","pdf_url":null,"source":{"id":"https://openalex.org/S4394736638","display_name":"Journal of the American Statistical Association","issn_l":"0162-1459","issn":["0162-1459","1537-274X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of the American Statistical Association","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref","pubmed"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://doi.org/10.1080/01621459.2024.2350573","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100721408","display_name":"Runze Li","orcid":"https://orcid.org/0000-0002-0154-2202","observed_orcids":["https://orcid.org/0000-0002-0154-2202"]},"institutions":[{"id":"https://openalex.org/I130769515","display_name":"Pennsylvania State University","ror":"https://ror.org/04p491231","country_code":"US","type":"education","lineage":["https://openalex.org/I130769515"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Runze Li","raw_affiliation_strings":["Department of Statistics, Pennsylvania State University","Department of Statistics, Pennsylvania State University, University Park, PA16802-2111, USA"],"raw_orcid":"https://orcid.org/0000-0002-0154-2202","affiliations":[{"raw_affiliation_string":"Department of Statistics, Pennsylvania State University","institution_ids":["https://openalex.org/I130769515"]},{"raw_affiliation_string":"Department of Statistics, Pennsylvania State University, University Park, PA16802-2111, USA","institution_ids":["https://openalex.org/I130769515"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100695258","display_name":"Weiming Li","orcid":"https://orcid.org/0000-0003-4054-5956","observed_orcids":["https://orcid.org/0000-0003-4054-5956"]},"institutions":[{"id":"https://openalex.org/I181679659","display_name":"Shanghai University of Finance and Economics","ror":"https://ror.org/00wtvfq62","country_code":"CN","type":"education","lineage":["https://openalex.org/I181679659"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Weiming Li","raw_affiliation_strings":["School of Statistics and Management, Shanghai University of Finance and Economics","School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai200433, P.R. China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Statistics and Management, Shanghai University of Finance and Economics","institution_ids":["https://openalex.org/I181679659"]},{"raw_affiliation_string":"School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai200433, P.R. China","institution_ids":["https://openalex.org/I181679659"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101408635","display_name":"Qinwen Wang","orcid":"https://orcid.org/0000-0003-0833-0875","observed_orcids":["https://orcid.org/0000-0003-0833-0875"]},"institutions":[{"id":"https://openalex.org/I24943067","display_name":"Fudan University","ror":"https://ror.org/013q1eq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I24943067"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qinwen Wang","raw_affiliation_strings":["School of Data Science, Fudan University","School of Data Science, Fudan University, Shanghai200433, P.R. China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Data Science, Fudan University","institution_ids":["https://openalex.org/I24943067"]},{"raw_affiliation_string":"School of Data Science, Fudan University, Shanghai200433, P.R. China","institution_ids":["https://openalex.org/I24943067"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100721408"],"corresponding_institution_ids":["https://openalex.org/I130769515"],"apc_list":null,"apc_paid":null,"fwci":1.329,"has_fulltext":true,"cited_by_count":4,"citation_normalized_percentile":{"value":0.8099361,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"120","issue":"549","first_page":"472","last_page":"485"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.47999998927116394,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.47999998927116394,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11716","display_name":"Random Matrices and Applications","score":0.28049999475479126,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.1378999948501587,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/shape-matrix","display_name":"shape matrix","score":0.6359999775886536},{"id":"https://openalex.org/keywords/covariance-matrix-estimation","display_name":"covariance matrix estimation","score":0.4869999885559082},{"id":"https://openalex.org/keywords/high-dimensional-data","display_name":"high-dimensional data","score":0.6069999933242798},{"id":"https://openalex.org/keywords/elliptical-distributions","display_name":"elliptical distributions","score":0.7689999938011169},{"id":"https://openalex.org/keywords/robust-estimation","display_name":"robust estimation","score":0.6000000238418579},{"id":"https://openalex.org/keywords/spectral-theory","display_name":"spectral theory","score":0.5130000114440918},{"id":"https://openalex.org/keywords/hypothesis-testing","display_name":"hypothesis testing","score":0.6340000033378601},{"id":"https://openalex.org/keywords/fama-french-portfolios","display_name":"Fama-French portfolios","score":0.8190000057220459},{"id":"https://openalex.org/keywords/portfolio-returns","display_name":"portfolio returns","score":0.37299999594688416}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.76805579662323},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7458906769752502},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.6016742587089539},{"id":"https://openalex.org/C134567657","wikidata":"https://www.wikidata.org/wiki/Q193794","display_name":"Identity matrix","level":3,"score":0.5756222605705261},{"id":"https://openalex.org/C130545031","wikidata":"https://www.wikidata.org/wiki/Q5365806","display_name":"Elliptical distribution","level":4,"score":0.5529676079750061},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.5380546450614929},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.511193573474884},{"id":"https://openalex.org/C129848803","wikidata":"https://www.wikidata.org/wiki/Q2564360","display_name":"Sample size determination","level":2,"score":0.5047379732131958},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.5004549026489258},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.4924851357936859},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.47340258955955505},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.45818060636520386},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.4304470717906952},{"id":"https://openalex.org/C176917957","wikidata":"https://www.wikidata.org/wiki/Q7430596","display_name":"Scatter matrix","level":4,"score":0.4269754886627197},{"id":"https://openalex.org/C180877172","wikidata":"https://www.wikidata.org/wiki/Q5401390","display_name":"Estimation of covariance matrices","level":3,"score":0.37074363231658936},{"id":"https://openalex.org/C177384507","wikidata":"https://www.wikidata.org/wiki/Q1149000","display_name":"Multivariate normal distribution","level":3,"score":0.3685579299926758},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.334822416305542},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.1835397481918335},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0843382179737091},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C149923435","wikidata":"https://www.wikidata.org/wiki/Q37732","display_name":"Demography","level":1,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1080/01621459.2024.2350573","doi":"https://doi.org/10.1080/01621459.2024.2350573","is_oa":true,"landing_page_url":"https://doi.org/10.1080/01621459.2024.2350573","pdf_url":null,"source":{"id":"https://openalex.org/S4394736638","display_name":"Journal of the American Statistical Association","issn_l":"0162-1459","issn":["0162-1459","1537-274X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of the American Statistical Association","raw_type":"journal-article"},{"id":"pmid:40485836","doi":null,"is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/40485836","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of the American Statistical Association","raw_type":"Journal Article"},{"id":"pmh:oai:pubmedcentral.nih.gov:12140177","doi":null,"is_oa":true,"landing_page_url":"https://pmc.ncbi.nlm.nih.gov/articles/PMC12140177/","pdf_url":"https://pmc.ncbi.nlm.nih.gov/articles/PMC12140177/pdf/nihms-1993020.pdf","source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"J Am Stat Assoc","raw_type":"Text"},{"id":"pmh:oai:europepmc.org:11563249","doi":null,"is_oa":false,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/12140177","pdf_url":null,"source":{"id":"https://openalex.org/S4306400806","display_name":"Europe PMC (PubMed Central)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1303153112","host_organization_name":"European Bioinformatics Institute","host_organization_lineage":["https://openalex.org/I1303153112"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Text"},{"id":"pmh:oai:scholarsphere.psu.edu:14ff7b7e-ede7-4d24-bfc6-3472c04f11ac","doi":null,"is_oa":true,"landing_page_url":"https://scholarsphere.psu.edu/resources/68620f36-ad11-41e8-9242-765c7ad56878/downloads/48338","pdf_url":null,"source":{"id":"https://openalex.org/S4306401507","display_name":"ScholarSphere (Penn State Libraries)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I3130638595","host_organization_name":"Pangasinan State University","host_organization_lineage":["https://openalex.org/I3130638595"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:RePEc:taf:jnlasa:v:120:y:2025:i:549:p:472-485","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1080/01621459.2024.2350573","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1080/01621459.2024.2350573","doi":"https://doi.org/10.1080/01621459.2024.2350573","is_oa":true,"landing_page_url":"https://doi.org/10.1080/01621459.2024.2350573","pdf_url":null,"source":{"id":"https://openalex.org/S4394736638","display_name":"Journal of the American Statistical Association","issn_l":"0162-1459","issn":["0162-1459","1537-274X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","dongbi-a","doyens","jufo-3","ki-jl-3","norway-2","poland-200","russia-white-list-1","vabb-shw"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of the American Statistical Association","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G1460152816","display_name":null,"funder_award_id":"R01- AI136664","funder_id":"https://openalex.org/F4320337355","funder_display_name":"National Institute of Allergy and Infectious Diseases"},{"id":"https://openalex.org/G2488712091","display_name":null,"funder_award_id":"12141107","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3561243407","display_name":"\u9ad8\u7ef4\u539a\u5c3e\u578b\u6570\u636e\u76f8\u5173\u7684\u7a33\u5065\u578b\u7edf\u8ba1\u63a8\u65ad","funder_award_id":"23ZR1406200","funder_id":"https://openalex.org/F4320309612","funder_display_name":"Natural Science Foundation of Shanghai"},{"id":"https://openalex.org/G5091001247","display_name":null,"funder_award_id":"12171099","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G701058243","display_name":null,"funder_award_id":"11971293","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G9000056486","display_name":null,"funder_award_id":"R01AI170249","funder_id":"https://openalex.org/F4320332161","funder_display_name":"National Institutes of Health"},{"id":"https://openalex.org/G9000063026","display_name":null,"funder_award_id":"NIH R01AI170249","funder_id":"https://openalex.org/F4320332161","funder_display_name":"National Institutes of Health"},{"id":"https://openalex.org/G9000278567","display_name":null,"funder_award_id":"R01-AI136664","funder_id":"https://openalex.org/F4320332161","funder_display_name":"National Institutes of Health"},{"id":"https://openalex.org/G915273779","display_name":null,"funder_award_id":"R01AI170249","funder_id":"https://openalex.org/F4320337355","funder_display_name":"National Institute of Allergy and Infectious Diseases"}],"funders":[{"id":"https://openalex.org/F4320309612","display_name":"Natural Science Foundation of Shanghai","ror":null},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320332161","display_name":"National Institutes of Health","ror":"https://ror.org/01cwqze88"},{"id":"https://openalex.org/F4320337355","display_name":"National Institute of Allergy and Infectious Diseases","ror":"https://ror.org/043z4tv69"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":46,"referenced_works":["https://openalex.org/W1520752838","https://openalex.org/W1586554030","https://openalex.org/W1873145308","https://openalex.org/W1965748679","https://openalex.org/W1965809243","https://openalex.org/W1979573625","https://openalex.org/W1990137378","https://openalex.org/W2005263452","https://openalex.org/W2008418230","https://openalex.org/W2014509644","https://openalex.org/W2018628402","https://openalex.org/W2023245700","https://openalex.org/W2025430041","https://openalex.org/W2026239436","https://openalex.org/W2030376515","https://openalex.org/W2041062137","https://openalex.org/W2046033161","https://openalex.org/W2060571070","https://openalex.org/W2060581589","https://openalex.org/W2063016434","https://openalex.org/W2064633615","https://openalex.org/W2065210478","https://openalex.org/W2084181963","https://openalex.org/W2091825839","https://openalex.org/W2097702467","https://openalex.org/W2129187399","https://openalex.org/W2142582388","https://openalex.org/W2143045817","https://openalex.org/W2146225536","https://openalex.org/W2158425136","https://openalex.org/W2268082772","https://openalex.org/W2315096753","https://openalex.org/W2673764533","https://openalex.org/W3098929426","https://openalex.org/W3100788021","https://openalex.org/W3101594136","https://openalex.org/W3102062959","https://openalex.org/W3102870255","https://openalex.org/W3103619894","https://openalex.org/W3104309687","https://openalex.org/W3105104252","https://openalex.org/W3119444354","https://openalex.org/W4230727635","https://openalex.org/W4233959632","https://openalex.org/W4300246981","https://openalex.org/W6634927326"],"related_works":["https://openalex.org/W2955292144","https://openalex.org/W1985720541","https://openalex.org/W2019515979","https://openalex.org/W2192462133","https://openalex.org/W1530566801","https://openalex.org/W1987457145","https://openalex.org/W2103781319","https://openalex.org/W252612664","https://openalex.org/W2972411087","https://openalex.org/W3134381438"],"abstract_inverted_index":{"has":[0],"a":[1,12,44,51],"limit":[2],"in":[3],"(0,1).":[4],"The":[5],"proposed":[6,40],"tests":[7],"can":[8],"be":[9],"applied":[10],"to":[11,84],"broad":[13],"class":[14],"of":[15,21,38,50,69,75,88],"multivariate":[16],"distributions":[17,23,37],"including":[18],"the":[19,33,39,48,57,76,86,89],"family":[20],"elliptical":[22],"(see":[24],"model":[25],"(2.1)":[26],"below":[27],"for":[28],"details).":[29],"To":[30],"analyze":[31],"both":[32],"null":[34],"and":[35,67],"alternative":[36],"tests,":[41],"we":[42],"provide":[43],"unified":[45],"theory":[46],"on":[47],"spectrum":[49],"large-dimensional":[52],"Tyler's":[53],"M":[54],"estimator":[55],"when":[56],"underlying":[58],"population":[59],"is":[60,81],"general.":[61],"Simulation":[62],"results":[63],"demonstrate":[64,85],"good":[65],"performance":[66],"robustness":[68],"our":[70],"tests.":[71],"An":[72],"empirical":[73],"analysis":[74],"Fama-French":[77],"49":[78],"industrial":[79],"portfolios":[80,90],"carried":[82],"out":[83],"shape":[87],"varying.":[91]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":1}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2025-10-10T00:00:00"}