Multivariate normal distributions parametrized as a Riemannian symmetric space

DOI10.1006/jmva.1999.1853zbMath0995.53037OpenAlexW1996955012WikidataQ115395350 ScholiaQ115395350MaRDI QIDQ1582628

Miroslav Lovrić, Maung Min-Oo, Ernst A. Ruh

Publication date: 17 October 2002

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

Full work available at URL: https://doi.org/10.1006/jmva.1999.1853

zbMATH Keywords

curvatureHadamard manifoldmultivariate normal distributiongeodesic distancecenter of massRiemannian symmetric space

Mathematics Subject Classification ID

Differential geometry of symmetric spaces (53C35)

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Cites Work

• The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
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• Differential-geometrical methods in statistics
• A Poisson formula for semi-simple Lie groups
• How to conjugate C\(^1\)-close group actions
• A distance between multivariate normal distributions based in an embedding into the Siegel group
• Riemannian center of mass and mollifier smoothing
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