ON RANK ESTIMATION IN SYMMETRIC MATRICES: THE CASE OF INDEFINITE MATRIX ESTIMATORS
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Publication:2886981
DOI10.1017/S0266466607070478zbMath1237.62072MaRDI QIDQ2886981
Natércia Fortuna, Stephen G. Donald, Vladas Pipiras
Publication date: 14 May 2012
Published in: Econometric Theory (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62G10: Nonparametric hypothesis testing
62H12: Estimation in multivariate analysis
Related Items
Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing, A unifying theory of tests of rank, SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS
Cites Work
- Inferring the rank of a matrix
- Nonparametric estimation of common regressors for similar curve data
- Testing the Rank and Definiteness of Estimated Matrices With Applications to Factor, State-Space and ARMA Models
- Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship
- On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix