Geodesic estimation in elliptical distributions

DOI10.1006/JMVA.1997.1690MaRDI QIDQ1372215zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

geodesic equationsgeodesic distanceschange of coordinatesmultivariate elliptical distributionsgeodesic discrepancy function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3114581 (Why is no real title available?)
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• scientific article; zbMATH DE number 3106666 (Why is no real title available?)
• A class of factor analysis estimation procedures with common asymptotic sampling properties
• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
• The information matrix, skewness tensor and -connections for the general multivariate elliptic distribution

Cited in

(14)

• Statistical Manifolds of Univariate Elliptic Distributions
• scientific article; zbMATH DE number 4104166 (Why is no real title available?)
• 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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