Best predictors in logarithmic distance between positive random variables

DOI10.2478/JAMSI-2019-0006MaRDI QIDQ2288095zbMATH OpenOpenAlexFDO

Authors Henryk Gzyl

Publication date 17 January 2020

Published in Journal of Applied Mathematics, Statistics and Informatics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

Full work available at URL https://doi.org/10.2478/jamsi-2019-0006

zbMATH Keywords

central limit theorem in logarithmic distancelaw of large numbers in logarithmic distancelogarithmic geometry for positive random variablesprediction in logarithmic distance

Mathematics Subject Classification ID

Foundations of probability theory (60A99) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Probability theory on algebraic and topological structures (60B99) Central limit and other weak theorems (60F05)

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Cites work

• A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
• Geometric Means in a Novel Vector Space Structure on Symmetric Positive‐Definite Matrices
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 1227086 (Why is no real title available?)
• scientific article; zbMATH DE number 1321168 (Why is no real title available?)
• scientific article; zbMATH DE number 825585 (Why is no real title available?)
• Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices
• Probability essentials
• Stochastic analysis on manifolds
• The Geometric Mean, Matrices, Metrics, and More

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• Geometry of the probability simplex and its connection to the maximum entropy method

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