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• W2033757065 abstract "This paper describes two different embeddings of the manifolds corresponding to many elliptical probability distributions with the informative geometry into the manifold of positive-definite matrices with the Siegel metric, generalizing a result published previously elsewhere. These new general embeddings are applicable to a wide class of elliptical probability distributions, in which the normal, t-Student and Cauchy are specific examples. A lower bound for the Rao distance is obtained, which is itself a distance, and, through these embeddings, a number of statistical tests of hypothesis are derived." @default.
• W2033757065 created "2016-06-24" @default.
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• W2033757065 date "2002-08-01" @default.
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• W2033757065 title "A distance between elliptical distributions based in an embedding into the Siegel group" @default.
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• W2033757065 doi "https://doi.org/10.1016/s0377-0427(01)00584-2" @default.
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