scientific article; zbMATH DE number 5008340

MaRDI QIDQ3371297zbMATHFDO

Authors Miquel Calvo, Josep M. Oller, Ferran Reverter

Publication date 21 February 2006

zbMATH Keywords

multivariate normal distributiondata analysisFisher information matrixstatistical inferenceinformation metricRiemannian distanceRao distance

Mathematics Subject Classification ID

Parametric inference under constraints (62F30)

Recommendations

• KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION
• On bounds for the Fisher-Rao distance between multivariate normal distributions
• Computing the Rao distance for gamma distributions
• A numerical method for accurately approximating multivariate normal probabilities
• Rao distances
• Numerical computation of multivariate normal probabilities using bivariate conditioning

Cited in

(9)

• Rao distances
• On the Fisher-Rao information metric in the space of normal distributions
• On bounds for the Fisher-Rao distance between multivariate normal distributions
• Upper bounds for Rao distance on the manifold of multivariate elliptical distributions
• scientific article; zbMATH DE number 3848401 (Why is no real title available?)
• Approximating the Rao's distance between negative binomial distributions. Application to counts of marine organisms
• A distance between multivariate normal distributions based in an embedding into the Siegel group
• scientific article; zbMATH DE number 3958456 (Why is no real title available?)
• Computing the Rao distance for gamma distributions

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3371297)