Expectation of Elementary Symmetric Functions of a Wishart Matrix
Saw, John G.
Ann. Statist., Tome 1 (1973) no. 2, p. 580-582 / Harvested from Project Euclid
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Some conjectures made by De Waal [Ann. Math. Statist. 43 (1972) 344-347] on the expectation of elementary symmetric functions of the roots of a noncentral Wishart matrix are proved true. The method of proof is through a simple, though perhaps obscure, property of these elementary symmetric functions and simple properties of the Wishart distribution.
Publié le : 1973-05-14
Classification:  
@article{1176342428,
     author = {Saw, John G.},
     title = {Expectation of Elementary Symmetric Functions of a Wishart Matrix},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 580-582},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342428}
}

Saw, John G. Expectation of Elementary Symmetric Functions of a Wishart Matrix. Ann. Statist., Tome 1 (1973) no. 2, pp.  580-582. http://gdmltest.u-ga.fr/item/1176342428/