Intrinsic Data Depth for Hermitian Positive Definite Matrices

DOI10.1080/10618600.2018.1537926OpenAlexW2949536614MaRDI QIDQ3391252

Joris Chau, Rainer von Sachs, Hernando Ombao

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.08289

zbMATH Keywords

Riemannian manifoldconfidence regionsHermitian positive definite matricesdata depthcovariance matricesaffine-invariant metric

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Tukey’s Depth for Object Data, Intrinsic Data Depth for Hermitian Positive Definite Matrices, Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices

Uses Software

• R

Cites Work

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