Estimation of mean form and mean form difference under elliptical laws

The matrix variate elliptical generalization of [30] is presented in this work. The published Gaussian case is revised and modified. Then, new aspects of identifiability and consistent estimation of mean form and mean form difference are considered under elliptical laws. For example, instead of usin...

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Autores:
Tipo de recurso:
Fecha de publicación:
2017
Institución:
Universidad de Medellín
Repositorio:
Repositorio UDEM
Idioma:
eng
OAI Identifier:
oai:repository.udem.edu.co:11407/4271
Acceso en línea:
http://hdl.handle.net/11407/4271
Palabra clave:
Coordinate free approach
Matrix variate elliptical distribution
Matrix variate Gaussian distribution
Non-central singular Pseudo-Wishart distribution
Statistical shape theory
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License
http://purl.org/coar/access_right/c_16ec