Angular Gaussian and Cauchy estimation

DOI10.1016/J.JMVA.2004.01.007MaRDI QIDQ707406zbMATH OpenOpenAlexFDO

Authors Christian Mazza, Ernst A. Ruh, Claude Auderset

Publication date 9 February 2005

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

Full work available at URL https://arxiv.org/abs/0809.3697, http://doc.rero.ch/record/4152/files/1_ruh_agc.pdf

zbMATH Keywords

Differential geometryDirectional and shape analysisEquivarianceGeodesicsMaximum likelihoodMultivariate CauchySymmetric spaces

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12)

Abstract: This paper discusses the family of distributions on the Grassmannian of the linear span of r central gaussian vectors parametrized by the covariance matrix. Our main result is an existence and uniqueness criterion for the maximum likelihood estimate of a sample.

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Cites work

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• scientific article; zbMATH DE number 597894 (Why is no real title available?)
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• Möbius transformation and Cauchy parameter estimation
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Cited in

(10)

• The back-projection angular flux estimator
• Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds
• \(M\)-functionals of multivariate scatter
• Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution
• On the Efficiency of Angular Intraprediction
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function
• An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations
• Classification rules for axial data: parametric and nonparametric approaches
• Tight lower bounds for Lipschitz geodesically convex optimization on hyperbolic space
• Barycenter and maximum likelihood

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