Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix

Hypergeometric functions and zonal polynomials are the tools usually addressed in the literature to deal with the expected value of the elementary symmetric functions in non-central Wishart latent roots. The method here proposed recovers the expected value of these symmetric functions by using the u...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	arXiv.org 2020-05
1. Verfasser:	Di Nardo, E
Format:	Artikel
Sprache:	eng
Schlagworte:	Convolution Expected values Hypergeometric functions Lie groups Linear operators Mathematics - Combinatorics Mathematics - Statistics Theory Matrix methods Operators (mathematics) Polynomial matrices Statistics - Theory
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!