English, Article, Journal or magazine article edition: On rank estimation in symmetric matrices: the case of indefinite matrix estimators Stephen G. Donald; Natércia Fortuna; Vladas Pipiras

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/182542
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • On rank estimation in symmetric matrices: the case of indefinite matrix estimators
Author
  • Stephen G. Donald
  • Natércia Fortuna
  • Vladas Pipiras
Physical Description
  • preprint
Notes
  • We focus on the problem of rank estimation in an unknown symmetric matrix based on a symmetric, asymptotically normal estimator of the matrix. The related positive definite limit covariance matrix is assumed to be estimated consistently, and to have either a Kronecker product or an arbitrary structure. These assumptions are standard although they also exclude the case when the matrix estimator is positive or negative semidefinite. We adapt and reexamine here some available rank tests, and introduce a new rank test based on the eigenvalues of the matrix estimator. We discuss several applications where rank estimation in symmetric matrices is of interest, and also provide a small simulation study and an application.
  • rank, symmetric matrix, eigenvalues, matrix decompositions, estimation, asymptotic normality, consistency
  • RePEc:por:fepwps:167
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment