02.1.2. A Particular Symmetric Idempotent Matrix—Solution

George P.H. Styan and Hans Joachim Werner

Econometric Theory, 2003, vol. 19, issue 1, 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 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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