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Tuning-free testing of factor regression against factor-augmented sparse alternatives - MaRDI portal

Tuning-free testing of factor regression against factor-augmented sparse alternatives (Q5978249)

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Tuning-free testing of factor regression against factor-augmented sparse alternatives
scientific article from arXiv

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    25 July 2023
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    econ.EM
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    math.ST
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    stat.TH
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