The matrix angular central Gaussian distribution
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Publication:913411
DOI10.1016/0047-259X(90)90050-RzbMath0699.62049MaRDI QIDQ913411
Publication date: 1990
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
distributions; Stiefel manifold; Riemann space; distributions of the orientation; MACG distribution; matrix angular central Gaussian distribution; matrix elliptically symmetric; matrix-variate central normal distribution; orientation of a random matrix
62H05: Characterization and structure theory for multivariate probability distributions; copulas
58C35: Integration on manifolds; measures on manifolds
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