1997
DOI: 10.1006/jmva.1997.1690
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Geodesic Estimation in Elliptical Distributions

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Cited by 33 publications
(35 citation statements)
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“…Mitchell (1989) derived the Fisher-Rao metric for general multivariate elliptical distributions, with the multivariate normal distribution as a special case. A closed expression for the associated GD, in the case of elliptical distributions differing only in their dispersion matrix, was obtained by James (1973) and Berkane et al (1997) (see also Calvo and Oller, 2002). We have derived a closed-form expression for the GD between MGGDs in the case of a fixed MGGD shape parameter and have proposed a suitable approximation to the geodesics on the manifold of MGGDs with varying shape parameters 2 .…”
Section: Introductionmentioning
confidence: 99%
“…Mitchell (1989) derived the Fisher-Rao metric for general multivariate elliptical distributions, with the multivariate normal distribution as a special case. A closed expression for the associated GD, in the case of elliptical distributions differing only in their dispersion matrix, was obtained by James (1973) and Berkane et al (1997) (see also Calvo and Oller, 2002). We have derived a closed-form expression for the GD between MGGDs in the case of a fixed MGGD shape parameter and have proposed a suitable approximation to the geodesics on the manifold of MGGDs with varying shape parameters 2 .…”
Section: Introductionmentioning
confidence: 99%
“…Consequently, for fixed shape parameters, the GD between G 0 distributions can be computed according to (7). Note that when M tends toward infinity, the G 0 pdf converges toward the Gaussian pdf and the coefficient b h = 1/4 is retrieved [6]. Note also that it does not depend on the scale parameter m.…”
Section: Geodesic Distance For Fixed Shape Parametersmentioning
confidence: 89%
“…For the G 0 distribution, a closed form of the geodesic distance (GD) [6] is established for fixed shape parameters and an approximation of the GD is given for the general case by assuming the geodesic coordinate functions as straight lines. A multi-model approach is then proposed for the classification of texture images.…”
Section: Introductionmentioning
confidence: 99%
“…For this later one, the multivariate Laplace is a special case, and the multivariate G 0 distribution. For both models, a closed form of the geodesic distance (GD) [7] has been established for fixed shape parameters and an approximation of the GD has been given for the general case by assuming the geodesic coordinate functions as straight lines [8] [9]. Unfortunately, most of the time, only approximations of the GD can be derived for non trivial multivariate distributions (MGGD, G 0 , .…”
Section: Introductionmentioning
confidence: 99%