On the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix
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Publication:5680891
DOI10.1214/aoms/1177692728zbMath0264.62017OpenAlexW2094255375MaRDI QIDQ5680891
Publication date: 1972
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177692728
Multivariate distribution of statistics (62H10) Characterization and structure theory of statistical distributions (62E10)
Related Items (9)
The expected values of invariant polynomials with matrix argument of elliptical distributions ⋮ Estimation of a linear transformation and an associated distributional problem ⋮ 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 ⋮ Moments of the trace of a noncentral wishart matrix ⋮ On the trace of a wishart ⋮ The expected values of zonal polynomials of elliptically contoured distributions
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