ABSTRACT
Then (Bß)'X is uncorrelated with , j=1,…, m, and it leads to a new am+1. This contradicts the assumption that m<p, and we must have m=p. Let
where ?1=?2···=?p are the ordered characteristic roots of S and a1,…, ap are the corresponding normalized characteristic vectors. Since AA'=I and SA= A? we conclude that A'SA=? . Thus with Z=(Z1,…, Zp)' we have the following theorem.
