On the geometry of generalized Gaussian distributions
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- Calvo, Miquel & Oller, Josep M., 1990. "A distance between multivariate normal distributions based in an embedding into the siegel group," Journal of Multivariate Analysis, Elsevier, vol. 35(2), pages 223-242, November.
- Lovric, Miroslav & Min-Oo, Maung & Ruh, Ernst A., 2000. "Multivariate Normal Distributions Parametrized as a Riemannian Symmetric Space," Journal of Multivariate Analysis, Elsevier, vol. 74(1), pages 36-48, July.
- Zografos, K., 1999. "On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 71(1), pages 67-75, October.
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94A17 53B21 Gaussian distribution Differential geometry;JEL classification:
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