A distance between elliptical distributions based in an embedding into the Siegel group

DOI10.1016/S0377-0427(01)00584-2zbMath1021.62041OpenAlexW2033757065MaRDI QIDQ1612407

Josep M. Oller, Miquel Calvo

Publication date: 22 August 2002

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(01)00584-2

zbMATH Keywords

Rao distanceinformation metricelliptical distributionsSiegel geometry

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01) Discontinuous groups and automorphic forms (11F99)

Related Items (3)

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

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
• Informative geometry of probability spaces
• Geodesic estimation in elliptical distributions
• Intrinsic analysis of statistical estimation
• Differential-geometrical methods in statistics
• A distance between multivariate normal distributions based in an embedding into the Siegel group
• Rao's Distance between Normal Populations That Have Common Principal Components
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