Local and Global Rank Tests for Multivariate Varying-Coefficient Models
Stephen Donald,
Natércia Fortuna,
Vladas Pipiras
Journal of Business and Economic Statistics,
vol. 29, 2011, p. 295-306.
On Rank Estimation in Symmetric Matrices: The Case of Indefinite Matrix Estimators
Stephen Donald,
Natércia Fortuna,
Vladas Pipiras
Econometric Theory,
vol. 23, 2007, p. 1217-1232.