Distinctness of the Eigenvalues of a Quadratic form in a Multivariate Sample
Open Access
- 1 July 1973
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 1 (4) , 763-765
- https://doi.org/10.1214/aos/1176342472
Abstract
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.Keywords
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