The Frechet distance between multivariate normal distributions
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Publication:1172355
DOI10.1016/0047-259X(82)90077-XzbMath0501.62038WikidataQ63987818 ScholiaQ63987818MaRDI QIDQ1172355
Publication date: 1982
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
trace inequalitiesmultivariate normal distributionsFrechet distancespace of real covariance matrices
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
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