UTL PROBABILITY AND STATISTICS Seminar

Friday, November 7, 2008

Estimation of matrix rank: historical overview and more recent developments


Vladas Pipiras
(CEMAT / IST and University of North Carolina)

Abstract: Testing for the rank of a matrix is an important problem arising in Statistics, Econometrics and other areas. It is of interest, for example, in reduced rank regression, cointegration analysis and other applications. In this talk, we will review past efforts in addressing this problem and discuss more recent developments concerning testing for the rank in symmetric matrices. (The latter part is based on joint work with Stephen Donald and Natercia Fortuna.)

Friday, November 7, 2008
Time: 15h00
Room: PA2, Pavilhao de Matematica, IST
http://cemapre.iseg.ulisboa.pt/seminars/pe-utl/