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Improved Inference on the Rank of a Matrix

Listed:
• Qihui Chen
• Zheng Fang

Abstract

This paper develops a general framework for conducting inference on the rank of an unknown matrix $\Pi_0$. A defining feature of our setup is the null hypothesis of the form $\mathrm H_0: \mathrm{rank}(\Pi_0)\le r$. The problem is of first order importance because the previous literature focuses on $\mathrm H_0': \mathrm{rank}(\Pi_0)= r$ by implicitly assuming away \$\mathrm{rank}(\Pi_0)

Suggested Citation

• Qihui Chen & Zheng Fang, 2018. "Improved Inference on the Rank of a Matrix," Papers 1812.02337, arXiv.org, revised Mar 2019.
• Handle: RePEc:arx:papers:1812.02337
as

File URL: http://arxiv.org/pdf/1812.02337

References listed on IDEAS

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