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

A. K. Gupta and T. Varga

Statistics & Probability Letters, 1991, vol. 12, issue 2, 131-134

Abstract: 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.

Date: 1991
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