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5 décembre 2018
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- 1812.02337
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Statistical data Cases, clinical reports, statistics Statistical data Statistical analysis Statistical methods Statistical science Class distinction Rank Classes, Social Induction, Ampliative Ampliative induction Inference (Logic)Citer ce document
Qihui Chen et al., « Improved Inference on the Rank of a Matrix », arXiv - économie
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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)