Expectation of elementary symmetric functions of a Wishart matrix

DOI10.1214/aos/1176342428zbMath0258.62033OpenAlexW1997651838MaRDI QIDQ2559889

John G. Saw

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1214/aos/1176342428

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (5)

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 ⋮ Asymptotic distributions for the elementary symmetric functions of two matrices under the assumption of linearity ⋮ On the trace of a wishart

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