Upper bounds for Rao distance on the manifold of multivariate elliptical distributions

DOI10.1016/J.AUTOMATICA.2021.109604MaRDI QIDQ2665102zbMATH OpenOpenAlexFDO

Authors Xiangbing Chen, Jie Zhou, Sanfeng Hu

Publication date 18 November 2021

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2021.109604

zbMATH Keywords

Fisher information matrixManhattan distancemultivariate elliptical distributionRao distanceupper bound

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics on manifolds (62R30)

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Cites work

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Cited in

(2)

• A distance between elliptical distributions based in an embedding into the Siegel group
• On closed-form expressions for the Fisher-Rao distance

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