On the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix
de Waal, D. J.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 344-347 / Harvested from Project Euclid
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A conjecture is made for the expected value of the $j$th elementary symmetric function (ESF) of the roots of a noncentral Wishart matrix with covariance matrix $\sigma^2I$. A conjecture is also made if $j = p$ for any covariance matrix $\Sigma$. The expected value of the noncentral Wishart matrix is derived for any covariance matrix $\Sigma$ and therefore also the expected value of the first ESF of the roots.
Publié le : 1972-02-14
Classification:  
@article{1177692728,
     author = {de Waal, D. J.},
     title = {On the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 344-347},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692728}
}

de Waal, D. J. On the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  344-347. http://gdmltest.u-ga.fr/item/1177692728/