This paper shows that a quadratic form in a multivariate sample has a certain rank and its nonzero eigenvalues are distinct with probability one under the assumption that the matrix defining the quadratic form satisfies a certain rank condition and that the underlying distribution of the sample is absolutely continuous with respect to Lebesgue measure.
Publié le : 1973-07-14
Classification:
Distinctness of eigenvalues,
quadratic form in a multivariate sample,
62H10,
62E15
@article{1176342472,
author = {Okamoto, Masashi},
title = {Distinctness of the Eigenvalues of a Quadratic form in a Multivariate Sample},
journal = {Ann. Statist.},
volume = {1},
number = {2},
year = {1973},
pages = { 763-765},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342472}
}
Okamoto, Masashi. Distinctness of the Eigenvalues of a Quadratic form in a Multivariate Sample. Ann. Statist., Tome 1 (1973) no. 2, pp. 763-765. http://gdmltest.u-ga.fr/item/1176342472/