This paper investigates the continuity of projection matrices and illustrates an important application of this property to the derivation of the asymptotic distribution of quadratic forms. We give a new proof and an extension of a result of Stewart (1977).
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am32-1-4,
author = {G. Forchini},
title = {A note on the continuity of projection matrices with application to the asymptotic distribution of quadratic forms},
journal = {Applicationes Mathematicae},
volume = {32},
year = {2005},
pages = {51-55},
zbl = {1066.62022},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am32-1-4}
}
G. Forchini. A note on the continuity of projection matrices with application to the asymptotic distribution of quadratic forms. Applicationes Mathematicae, Tome 32 (2005) pp. 51-55. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am32-1-4/