Geodesic Estimation in Elliptical Distributions
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References listed on IDEAS
- Burbea, Jacob & Rao, C. Radhakrishna, 1982. "Entropy differential metric, distance and divergence measures in probability spaces: A unified approach," Journal of Multivariate Analysis, Elsevier, vol. 12(4), pages 575-596, December.
- A. Swain, 1975. "A class of factor analysis estimation procedures with common asymptotic sampling properties," Psychometrika, Springer;The Psychometric Society, vol. 40(3), pages 315-335, September.
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- A. Micchelli, Charles & Noakes, Lyle, 2005. "Rao distances," Journal of Multivariate Analysis, Elsevier, vol. 92(1), pages 97-115, January.
- Ke-Hai Yuan & Peter Bentler, 2004. "On the asymptotic distributions of two statistics for two-level covariance structure models within the class of elliptical distributions," Psychometrika, Springer;The Psychometric Society, vol. 69(3), pages 437-457, September.
- Patricia Giménez & Jorge N. López & Lucas Guarracino, 2016. "Geodesic Hypothesis Testing for Comparing Location Parameters in Elliptical Populations," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(1), pages 19-42, February.
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