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

2005
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Applicationes Mathematicae
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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) . An important result in statistics concerning the distribution of quadratic forms is the following: if X is a k × 1 vector having a multivariate normal distribution with mean vector µ and identity covariance matrix, and if P B is an

doi:10.4064/am32-1-4
fatcat:kg5yfp6f2nhzhlbb7mjdhelccm