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

Journal of Computational and Applied Mathematics

Volumn 145, Issue 2, 2002, Pages 319-334

  Calvo, Miquel ^a   Oller, Josep M ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Elliptical distributions; Information metric; Rao distance; Siegel geometry

Indexed keywords

GEOMETRY; MATRIX ALGEBRA; PROBABILITY DISTRIBUTIONS; STATISTICAL TESTS;

EMBEDDINGS;

MATHEMATICAL TECHNIQUES;

STATISTICAL ANALYSIS;

EID: 0037102475     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(01)00584-2     Document Type: Article

References (19)

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7. A distance between multivariate normal distributions based in an embedding into the Siegel group
8. Non-linear biplots for multivariate normal grouped populations
9. The variance information manifold and the functions on it
10. Rao's distance between normal populations that have common principal components
11. Statistical manifolds of univariate elliptical distributions
12. Information matrix, skewness tensor and α-connections for the general multivariate elliptic distribution
13. Some geometrical aspects of data analysis and statistics
14. Intrinsic analysis of the statistical estimation
15. Information and accuracy attainable in the estimation of statistical parameters