Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view

DOI10.1016/j.jspi.2014.03.004zbMath1287.62008arXiv1211.5733OpenAlexW2161761668MaRDI QIDQ2453612

Yo Sheena

Publication date: 10 June 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.5733

zbMATH Keywords

positive definite matricesaffine connectionsinformation lossFisher information metriccurved exponential familyembedding curvature

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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