Probability and Statistics Seminar   RSS

07/11/2008, 15:00 — 16:00 — Amphitheatre Pa2, Mathematics Building
Vladas Pipiras, CEMAT / IST and University of North Carolina

Estimation of matrix rank: historical overview and more recent developments

esting 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.)
This talk is part of the UTL Probability and Statistics Seminar