Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view (Q2453612)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view |
scientific article |
Statements
Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view (English)
0 references
10 June 2014
0 references
curved exponential family
0 references
information loss
0 references
Fisher information metric
0 references
embedding curvature
0 references
affine connections
0 references
positive definite matrices
0 references
