The information matrix, skewness tensor and -connections for the general multivariate elliptic distribution
From MaRDI portal
(Redirected from Publication:582771)
The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
Recommendations
Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- scientific article; zbMATH DE number 3928102 (Why is no real title available?)
- scientific article; zbMATH DE number 45789 (Why is no real title available?)
- scientific article; zbMATH DE number 3257927 (Why is no real title available?)
- scientific article; zbMATH DE number 3354336 (Why is no real title available?)
- Differential-geometrical methods in statistics
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Elliptically Symmetric Distributions: A Review and Bibliography
- Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
- On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
- Robust m-estimators of multivariate location and scatter
- Some Applications of Matrix Derivatives in Multivariate Analysis
- Statistical Manifolds of Univariate Elliptic Distributions
- THE USE OF THE HANKEL TRANSFORM IN STATISTICS
- Tests for randomness of directions against equatorial and bimodal alternatives
- The Mahalanobis distance and elliptic distributions
Cited in
(26)- Neyman's C(α) test for the shape parameter of the exponential power class
- Geodesics on the manifold of multivariate generalized Gaussian distributions with an application to multicomponent texture discrimination
- Multivariate elliptical models with general parameterization
- A van Trees inequality for estimators on manifolds
- Elliptical structural models
- Asymptotic filtering theory for multivariate ARCH models
- The quarter median
- Geodesic hypothesis testing for comparing location parameters in elliptical populations
- On the cumulants of affine equivariant estimators in elliptical families
- A distance between elliptical distributions based in an embedding into the Siegel group
- A note on influence diagnostics in nonlinear mixed-effects elliptical models
- Neighbourhoods of independence and associated geometry in manifolds of bivariate Gaussian and Freund distributions
- On the information matrix of the multivariate skew-\(t\) model
- Geodesic estimation in elliptical distributions
- Estimation of interclass correlation via a Kotz-type distribution
- Upper bounds for Rao distance on the manifold of multivariate elliptical distributions
- Information matrices for some elliptically symmetric distributions
- Covariance structure tests for multivariate \(t\)-distribution
- On the geometry of multivariate generalized Gaussian models
- Influence diagnostics in elliptical spatial linear models
- Improved estimation in a general multivariate elliptical model
- Estimative and predictive distances
- Adaptive estimation of cointegrating regressions with ARMA errors
- Spatial variability in slash linear modeling with finite second moment
- Multivariate normal distributions parametrized as a Riemannian symmetric space
- Graphical Tools for Detecting Departures from Linear Mixed Model Assumptions and Some Remedial Measures
This page was built for publication: The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q582771)
