Geodesic estimation in elliptical distributions

DOI10.1006/JMVA.1997.1690zbMATH Open0897.62052OpenAlexW2060593581MaRDI QIDQ1372215FDOQ1372215

Authors: Kevin Oden, Peter M. Bentler, Maria Berkane 

Publication date: 28 September 1998

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

Full work available at URL: https://doi.org/10.1006/jmva.1997.1690

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zbMATH Keywords

geodesic equationsgeodesic distanceschange of coordinatesmultivariate elliptical distributionsgeodesic discrepancy function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
• Title not available (Why is that?)
• The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• Title not available (Why is that?)
• A class of factor analysis estimation procedures with common asymptotic sampling properties
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (14)

• Statistical Manifolds of Univariate Elliptic Distributions
• Title not available (Why is that?)
• Geodesics on the manifold of multivariate generalized Gaussian distributions with an application to multicomponent texture discrimination
• Geodesic hypothesis testing for comparing location parameters in elliptical populations
• Group theoretical study on geodesics for the elliptical models
• On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions
• New Riemannian priors on the univariate normal model
• A distance between elliptical distributions based in an embedding into the Siegel group
• Upper bounds for Rao distance on the manifold of multivariate elliptical distributions
• Intrinsic covariance matrix estimation for multivariate elliptical distributions
• On the geometry of multivariate generalized Gaussian models
• Geodesic Convexity and Covariance Estimation
• On closed-form expressions for the Fisher-Rao distance
• Rao distances

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