The matrix angular central Gaussian distribution

DOI10.1016/0047-259X(90)90050-RzbMath0699.62049MaRDI QIDQ913411

Yasuko Chikuse

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

distributionsStiefel manifoldRiemann spacedistributions of the orientationMACG distributionmatrix angular central Gaussian distributionmatrix elliptically symmetricmatrix-variate central normal distributionorientation of a random matrix

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Integration on manifolds; measures on manifolds (58C35)

Related Items

Bayesian analysis of the error correction model ⋮ Bayesian Inference in CointegratedI(2) Systems: A Generalization of the Triangular Model ⋮ Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds ⋮ Distributions of orientations on Stiefel manifolds ⋮ Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration ⋮ Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space ⋮ Modifications of the Rayleigh and Bingham tests for uniformity of directions ⋮ Matrix variate Cauchy distribution ⋮ Density estimation on the Stiefel manifold ⋮ High dimensional limit theorems and matrix decompositions on the Stiefel manifold ⋮ Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions

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