Generalized Reduced Rank Tests Using the Singular Value Decomposition
Preprint
- 1 January 2003
- preprint
- Published by Elsevier in SSRN Electronic Journal
- Vol. 133 (1)
- https://doi.org/10.2139/ssrn.373420
Abstract
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 KroneckKeywords
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