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Volumn 74, Issue 1, 2000, Pages 36-48

Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space

Author keywords

Multivariate normal distributions, geodesic distance, Riemannian symmetric space, curvature, center of mass

Indexed keywords


EID: 0347117629     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1853     Document Type: Article
Times cited : (100)

References (15)
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    • Parametric Statistical Models and Likelihood
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    • Barndorff-Nielsen, O.E.1
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    • 0001445688 scopus 로고
    • Entropy differential matrix, distance and divergence measures in probability spaces: A unified approach
    • Burbea J., Rao C. R. Entropy differential matrix, distance and divergence measures in probability spaces: A unified approach. J. Multivariate Anal. 12:1982;575-596.
    • (1982) J. Multivariate Anal. , vol.12 , pp. 575-596
    • Burbea, J.1    Rao, C.R.2
  • 6
    • 38249016224 scopus 로고
    • A distance between multivariate normal distributions based on an embedding into the Siegel group
    • Calvo M., Oller J. M. A distance between multivariate normal distributions based on an embedding into the Siegel group. J. Multivariate Anal. 35:1990;223-242.
    • (1990) J. Multivariate Anal. , vol.35 , pp. 223-242
    • Calvo, M.1    Oller, J.M.2
  • 8
    • 0001285456 scopus 로고
    • A Poisson formula for semi-simple Lie groups
    • Fürstenberg H. A Poisson formula for semi-simple Lie groups. Ann. Math. 77:1963;335-386.
    • (1963) Ann. Math. , vol.77 , pp. 335-386
    • Fürstenberg, H.1
  • 11
    • 84980162923 scopus 로고
    • Riemannian center of mass and mollifier smoothing
    • Karcher H. Riemannian center of mass and mollifier smoothing. Comm. Pure Appl. Math. 30:1977;509-541.
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    • Karcher, H.1
  • 12
    • 0000684487 scopus 로고
    • The information matrix, skewness tensor and α-connections for general multivariate elliptic distribution
    • Mitchell A. F. S. The information matrix, skewness tensor and α-connections for general multivariate elliptic distribution. Ann. Inst. Statist. Math. 41:1989;289-304.
    • (1989) Ann. Inst. Statist. Math. , vol.41 , pp. 289-304
    • Mitchell, A.F.S.1
  • 14
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    • Information and the accuracy attainable in the estimation of statistical parameters
    • Rao C. R. Information and the accuracy attainable in the estimation of statistical parameters. Bull. Calcutta Math. Soc. 37:1945;81-91.
    • (1945) Bull. Calcutta Math. Soc. , vol.37 , pp. 81-91
    • Rao, C.R.1
  • 15
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    • A Riemannian geometry of the multivariate normal model
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    • Skovgaard, L.T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.