Work

Testing the Rank and Definiteness of Estimated Matrices With Applications to Factor, State-Space and ARMA Models

Year: 1992

Type: article

Source: Journal of the American Statistical Association

Authors: Len Gill, Arthur Lewbel

Institution: University of Manchester

Language: English

Topic: Advanced Statistical Methods and Models

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2005009181

FWCI: 0.918

Cites: 35

Cited by: 92

Related to: 10