Ratsimalahelo, Zaka - EconWPA - 2003
In this paper, we develop methods of the determination of the rank of random matrix. Using the matrix perturbation … theory to construct or find a suitable bases of the kernel (null space) of the matrix and to determine the limiting …-N-consistent estimator is available and construct a Wald- type test statistic (generalized Wald test). The test, based on matrix perturbation …