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  • Search: subject:"indefinite and semidefinite estimators"
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Subject
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asymptotic normality 1 eigenvalues 1 estimation 1 indefinite and semidefinite estimators 1 matrix decompositions 1 rank 1 symmetric matrix 1
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Free 1
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Book / Working Paper 1
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English 1
Author
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Donald, Stephen G. 1 Fortuna, Natércia 1 Pipiras, Vladas 1
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Faculdade de Economia, Universidade do Porto 1
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CEF.UP Working Papers 1
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RePEc 1
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On rank estimation in semidefinite matrices
Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas - Faculdade de Economia, Universidade do Porto - 2010
This work concerns the problem of rank estimation in semidefinite matrices, having either indefinite or semidefinite matrix estimator satisfying a typical asymptotic normality condition. Several rank tests are examined, based on either available rank tests or basic new results. A number of...
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