Improved inference on the rank of a matrix
This paper develops a general framework for conducting inference on the rank of an unknown matrix Π0. A defining feature of our setup is the null hypothesis of the form H0 : rank(Π0) ≤ r. The problem is of first-order importance because the previous literature focuses on H'0 : rank(Π0) = r by i...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
John Wiley and Sons Ltd
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |