Simplicial variances, potentials and Mahalanobis distances

DOI10.1016/J.JMVA.2018.08.002zbMath1433.62023OpenAlexW2887886391WikidataQ129367141 ScholiaQ129367141MaRDI QIDQ1795591

Anatoly A. Zhigljavsky, Henry P. Wynn, Luc Pronzato

Publication date: 16 October 2018

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

Full work available at URL: http://eprints.lse.ac.uk/90265/1/Wynn_Simplicial%20variances_2018.pdf

zbMATH Keywords

potentialdispersioncharacteristic polynomialgeneralized varianceBregman divergenceMahalanobis distancescatter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (3)

Bregman divergences based on optimal design criteria and simplicial measures of dispersion ⋮ Polynomial whitening for high-dimensional data ⋮ Simplicial and minimal-variance distances in multivariate data analysis

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