A note on the continuity of projection matrices with application to the asymptotic distribution of quadratic forms

• Autorzy: G. Forchini
• Języki publikacji: EN

Abstrakty

EN

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).

Kategorie tematyczne

• 54C05: Continuous maps
• 15A03: Vector spaces, linear dependence, rank
• 62E20: Asymptotic distribution theory

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2005
• Tom: 32
• Numer: 1
• Strony: 51-55

Daty

wydano

2005

Twórcy

autor

G. Forchini

• Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton, VIC 3800, Australia

Identyfikatory

DOI

10.4064/am32-1-4