Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view

DOI10.1016/j.jspi.2014.03.004zbMath1287.62008arXiv1211.5733MaRDI QIDQ2453612

Yo Sheena

Publication date: 10 June 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.5733

zbMATH Keywords

positive definite matrices; affine connections; information loss; Fisher information metric; curved exponential family; embedding curvature

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

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

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