Geodesic
A power function of statistical tests dependent on elementary symmetric polynomials
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2012), pp. 55-58 Cet article a éte moissonné depuis la source Math-Net.Ru

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Statistical tests not changing under an affine change of the coordinate system are considered in the multivariate analysis. In the case of a multivariate linear model and a model using the canonical correlation analysis, these tests are functions of eigenvalues of matrices following a Wishart distribution. In this paper we prove the monotonicity property of test power functions being functions of elementary symmetric polynomials of eigenvalues of a matrix following a non-central Wishart distribution. 
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P. A. Kashitsyn. A power function of statistical tests dependent on elementary symmetric polynomials. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (2012), pp. 55-58. http://geodesic.mathdoc.fr/item/VMUMM_2012_3_a11/

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