Geodesics and curvature of the quotient-affine metrics on full-rank correlation matrices

DOI10.1007/978-3-030-80209-7_11OpenAlexW3178795096MaRDI QIDQ2117832

Xavier Pennec, Yann Thanwerdas

Publication date: 22 March 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-80209-7_11

zbMATH Keywords

Riemannian geometrycorrelation matricesquotient manifoldSPD matricesquotient-affine metric

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Special matrices (15Bxx)

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