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We propose a novel statistic to test the rank of a matrix. The rank statistic overcomes deficiencies of existing rank statistics, like: necessity of a Kronecker covariance matrix for the canonical correlation rank statistic of Anderson (1951), sensitivity to the ordering of the variables for the...
Persistent link: https://www.econbiz.de/10005063654
No abstract.
Persistent link: https://www.econbiz.de/10005328629