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

DOI10.1214/AOS/1176342773zbMATH Open0285.62026OpenAlexW1964125836WikidataQ123002802 ScholiaQ123002802MaRDI QIDQ1845451FDOQ1845451

Authors: B. K. Shah, Chinubal G. Khatri 

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)

Cited In (7)

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

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