Proof of conjectures about the expected values of the elementary symmetric functions of a noncentral Wishart matrix

DOI10.1214/aos/1176342773zbMath0285.62026OpenAlexW1964125836WikidataQ123002802 ScholiaQ123002802MaRDI QIDQ1845451

Publication date: 1974

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342773

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (7)

Testing optimality of experimental designs for a regression model with random variables ⋮ The expected values of invariant polynomials with matrix argument of elliptical distributions ⋮ Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix ⋮ On photon statistics parametrized by a non-central Wishart random matrix ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On the trace of a wishart ⋮ The expected values of zonal polynomials of elliptically contoured distributions

This page was built for publication: Proof of conjectures about the expected values of the elementary symmetric functions of a noncentral Wishart matrix