An algebraic analysis using Matrix Padé Approximation to improve the choice of certain parameter in Scalar Component Models

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dc.contributor.author Pestano-Gabino, Celina
dc.contributor.author González-Concepción, Concepción
dc.contributor.author Gil-Fariña, María Candelaria
dc.contributor.editor Universidad Carlos III de Madrid. Departamento de Estadística
dc.date.accessioned 2010-02-12T09:07:23Z
dc.date.available 2010-02-12T09:07:23Z
dc.date.issued 2010-02
dc.identifier.uri http://hdl.handle.net/10016/6844
dc.description.abstract This paper presents an algebraic analysis using Matrix Padé Aproximation to improve the identification stage of the proposal in [6] on Scalar Component Models, specifically as it refers to the choice of a parameter they denote h. The original methodology in [6] is based on the construction and interpretation of a table whose elements are related to the singular value zero of certain relevant matrices in the process. We propose the alternative use of what we call a Ranks Table and the sure overall orders concept instead of the so-called overall orders. Ranks Table information allows for the improved interpretation and implication of the results and of potential computational and statistical properties.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.relation.ispartofseries UC3M Working papers. Statistics and Econometrics
dc.relation.ispartofseries 10-03
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.other VARMA models
dc.subject.other Scalar Component Models (SCM)
dc.subject.other Identification Stage
dc.subject.other Sure overall orders
dc.subject.other Corank and Rank Tables
dc.subject.other Matrix Padé Approximation
dc.title An algebraic analysis using Matrix Padé Approximation to improve the choice of certain parameter in Scalar Component Models
dc.type workingPaper
dc.subject.eciencia Estadística
dc.rights.accessRights openAccess
dc.identifier.repec ws100803
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