12.1. For A defined as in (12.5), smoothing matrices Sk, and n-vectors k for k = 1,...,p,...

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12.1. For A defined as in (12.5), smoothing matrices Sk, and n-vectors γk for k = 1,...,p, let Ik be the space spanned by vectors that pass through Sk unchanged (i.e., vectors v satisfying Skv = v). Prove that Aγ = 0 (where γ = (γ1 γ2 ... γp)

T) if and only if

γk ∈ Ik for all k and p k=1 γk = 0.

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Computational Statistics

ISBN: 9780470533314

2nd Edition

Authors: Geof H. Givens, Jennifer A. Hoeting

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