Multivariate normal distributions parametrized as a Riemannian symmetric space

DOI10.1006/jmva.1999.1853zbMath0995.53037WikidataQ115395350 ScholiaQ115395350MaRDI QIDQ1582628

Miroslav Lovrić, Maung Min-Oo, Ernst A. Ruh

Publication date: 17 October 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.1999.1853

zbMATH Keywords

curvature; Hadamard manifold; multivariate normal distribution; geodesic distance; center of mass; Riemannian symmetric space

Mathematics Subject Classification ID

53C35: Differential geometry of symmetric spaces

Related Items

Möbius deconvolution on the hyperbolic plane with application to impedance density estimation, On the geometry of generalized Gaussian distributions, Rao distances

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