A distance between elliptical distributions based in an embedding into the Siegel group
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Publication:1612407
DOI10.1016/S0377-0427(01)00584-2zbMath1021.62041OpenAlexW2033757065MaRDI QIDQ1612407
Publication date: 22 August 2002
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-0427(01)00584-2
Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01) Discontinuous groups and automorphic forms (11F99)
Related Items (3)
Upper bounds for Rao distance on the manifold of multivariate elliptical distributions ⋮ On the geometry of multivariate generalized Gaussian models ⋮ Geodesics on the manifold of multivariate generalized Gaussian distributions with an application to multicomponent texture discrimination
Cites Work
- 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
- Informative geometry of probability spaces
- Geodesic estimation in elliptical distributions
- Intrinsic analysis of statistical estimation
- Differential-geometrical methods in statistics
- A distance between multivariate normal distributions based in an embedding into the Siegel group
- Rao's Distance between Normal Populations That Have Common Principal Components
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