How weak are weak factors? Uniform inference for signal strength in signal plus noise models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bykhovskaya, Anna, Gorin, Vadim, Sodin, Sasha
Format:	Preprint
Published:	2025
Subjects:	Methodology Econometrics Probability Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.18554