Rank of a quadratic form in an elliptically contoured matrix random variable

In this paper it is shown that the quadratic form in an elliptically contoured matrix variate has a constant rank and its nonzero eigenvalues are distinct with probability one if the matrix distribution satisfies certain conditions and the matrix defining the quadratic form is symmetric.

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Year of publication:	1991
Authors:	Gupta, A. K. ; Varga, T.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 12.1991, 2, p. 131-134
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005314067