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Geodesic Estimation in Elliptical Distributions

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  • Berkane, Maia
  • Oden, Kevin
  • Bentler, Peter M.

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  • Berkane, Maia & Oden, Kevin & Bentler, Peter M., 1997. "Geodesic Estimation in Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 63(1), pages 35-46, October.
    • Handle: RePEc:eee:jmvana:v:63:y:1997:i:1:p:35-46
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    References listed on IDEAS

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    1. 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.
    2. 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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    Cited by:

    1. Guo, Junhao & Zhou, Jie & Hu, Sanfeng, 2020. "Intrinsic covariance matrix estimation for multivariate elliptical distributions," Statistics & Probability Letters, Elsevier, vol. 162(C).
    2. A. Micchelli, Charles & Noakes, Lyle, 2005. "Rao distances," Journal of Multivariate Analysis, Elsevier, vol. 92(1), pages 97-115, January.
    3. 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.

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