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On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix

 

作者: JohnG. Cragg,   StephenG. Donald,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1996)
卷期: Volume 91, issue 435  

页码: 1301-1309

 

ISSN:0162-1459

 

年代: 1996

 

DOI:10.1080/01621459.1996.10476999

 

出版商: Taylor & Francis Group

 

关键词: Estimated matrices;Gaussian elimination;MinimumX2

 

数据来源: Taylor

 

摘要:

Gill and Lewbel recently introduced a test for the rank of a matrix based on the LDU decomposition. Unfortunately, the asymptotic distribution suggested by them is incorrect except in a very limited problem. In general, the asymptotic distribution is that of a highly complicated nonlinear function of a normally distributed random vector that appears to defy useful characterization. The LDU decomposition can be used to produce a valid test asymptotically equivalent to the minimum-X2test.

 

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