Skip to main content
eScholarship
Open Access Publications from the University of California

Department of Statistics, UCLA

Department of Statistics Papers bannerUCLA

A Theorem on the Rank of a Product of Matrices

Abstract

This paper develops a theorem that facilitates computing the degrees of freedom of an asymptotic χ² goodness-of-fit test for moment restrictions under rank deficiency of key matrices involved in the definition of the test.

Main Content
For improved accessibility of PDF content, download the file to your device.
Current View