Rank of a quadratic form in an elliptically contoured matrix random variable (Q1181091)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank of a quadratic form in an elliptically contoured matrix random variable |
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Rank of a quadratic form in an elliptically contoured matrix random variable (English)
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27 June 1992
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The authors show 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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random variable
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quadratic form
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elliptically contoured matrix
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rank
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eigenvalues
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