Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications

DOI10.1016/S0167-9473(96)00057-6zbMath0900.62262MaRDI QIDQ1391883

Kai-Tai Fang, Run-Ze Li

Publication date: 23 July 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Stiefel manifold; Householder transform; Givens transform; Number-theoretic method; Spherical distribution; Test of spherical symmetry

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Uses Software

• AS 127

Cites Work

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