On rank estimation in semidefinite matrices
Year of publication: |
2010-02
|
---|---|
Authors: | Donald, Stephen G. ; Fortuna, Natércia ; Pipiras, Vladas |
Institutions: | Faculdade de Economia, Universidade do Porto |
Subject: | rank | symmetric matrix | indefinite and semidefinite estimators | eigenvalues | matrix decompositions | estimation | asymptotic normality |
-
On rank estimation in symmetric matrices: the case of indefinite matrix estimators
Donald, Stephen G., (2005)
-
Maximum Likelihood Estimation for Generalized Autoregressive Score Models
Blasques, Francisco, (2014)
-
LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises
Zhu, Ke, (2014)
- More ...
-
Local and global rank tests for multivariate varying-coefficient models
Donald, Stephen G., (2005)
-
On rank estimation in symmetric matrices: the case of indefinite matrix estimators
Donald, Stephen G., (2005)
-
Local and Global Rank Tests for Multivariate Varying-Coefficient Models
Donald, Stephen G., (2011)
- More ...