02.1.2. A Particular Symmetric Idempotent Matrix Solution

George P.H. Styan and Hans Joachim Werner

Econometric Theory, 2003, vol. 19, issue 01, pages 227-228

Abstract: It is easy to see that Problem 02.1.2 holds more generally in that the result is valid for B Hermitian complex (rather than symmetric real ), for m = 0,1, ,q (rather than just for m q ), for r 0 (rather than just for integer r 1 ), and for tr(Bk) = tr(Ck), k = 1,2,3,4 (rather than for k = 1,2, ), as shown by Shanbhag (1970).

Date: 2003

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