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)
Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12)
Related Items (6)
Time-varying cointegration, identification, and cointegration spaces ⋮ A unifying theory of tests of rank ⋮ A test for Kronecker product structure covariance matrix ⋮ Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing ⋮ SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS ⋮ Cotrending: testing for common deterministic trends in varying means model
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
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