Statistical Manifolds of Univariate Elliptic Distributions

DOI10.2307/1403358MaRDI QIDQ3833410zbMATH OpenOpenAlexFDO

Authors Ann F. S. Mitchell

Publication date 1988

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403358

zbMATH Keywords

alpha- geodesicsalpha-curvature tensoralpha-geometriesCauchyconjugate symmetryflatnessgeodesic distancegeometrical estimationgeometrical propertiesnormal distributionsrobustnessstatistical manifoldsStudent t-distributionsunivariate elliptic distributions

Mathematics Subject Classification ID

Local differential geometry (53B99) Characterization and structure theory of statistical distributions (62E10)

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Cited in

(17)

• On the geometry of generalized Gaussian distributions
• Estimative and predictive distances
• A family of anisotropic distributions on the hyperbolic plane
• On \(f\)-divergences between Cauchy distributions
• A distance between multivariate normal distributions based in an embedding into the Siegel group
• Group theoretical study on geodesics for the elliptical models
• Geodesic hypothesis testing for comparing location parameters in elliptical populations
• scientific article; zbMATH DE number 4104166 (Why is no real title available?)
• The aftermath of Cramér's work on stochastic processes
• Monte Carlo Information-Geometric Structures
• Geometrical structures of certain class of statistical manifolds
• Dual geometric structures and instability of bivariate Weibull statistical manifold
• The information matrix, skewness tensor and -connections for the general multivariate elliptic distribution
• Information geometry of warped product spaces
• Geometric properties of beta distributions
• On closed-form expressions for the Fisher-Rao distance
• Remarks on univariate elliptical distributions

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