Local and Global Rank Tests for Multivariate Varying-Coefficient Models

DOI10.1198/JBES.2010.07303zbMath1214.62065OpenAlexW1975074438MaRDI QIDQ5392708

Stephen G. Donald, Vladas Pipiras, Natércia Fortuna

Publication date: 13 April 2011

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jbes.2010.07303

zbMATH Keywords

smoothingdemand systemsvarying-coefficient modellocal ranksglobal ranksmatrix rank estimation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Consumer behavior, demand theory (91B42)

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Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing

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