Geodesic estimation in elliptical distributions

DOI10.1006/jmva.1997.1690zbMath0897.62052OpenAlexW2060593581MaRDI QIDQ1372215

Peter M. Bentler, Kevin Oden, Maria Berkane

Publication date: 28 September 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1690

zbMATH Keywords

geodesic equationsgeodesic distanceschange of coordinatesmultivariate elliptical distributionsgeodesic discrepancy function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items

Geodesic hypothesis testing for comparing location parameters in elliptical populations ⋮ New Riemannian priors on the univariate normal model ⋮ Intrinsic covariance matrix estimation for multivariate elliptical distributions ⋮ Upper bounds for Rao distance on the manifold of multivariate elliptical distributions ⋮ On the geometry of multivariate generalized Gaussian models ⋮ Geodesics on the manifold of multivariate generalized Gaussian distributions with an application to multicomponent texture discrimination ⋮ Rao distances ⋮ On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions ⋮ A distance between elliptical distributions based in an embedding into the Siegel group

Cites Work

• The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• A class of factor analysis estimation procedures with common asymptotic sampling properties
• Statistical Inference Based on Pseudo-Maximum Likelihood Estimators in Elliptical Populations
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