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Showing 1 to 2 of 2 for “"Elliptically Contoured Distributions"”.
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Pitman estimation for ensembles and mixtures
… of Pitman's solutions across classes of distributions. To these ends the cone S<sub>n</sub>⁺ of positive definite matrices is partitioned into various equivalence classes. The classes 𝓝<sub>𝑪</sub> are indexed through matrices 𝑪 from a class 𝓒(n) comprising positive semidefinite (n×n) …
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Generalized Principal Component Analysis
… the Normal multivariate distribution to the Elliptically Symmetric family of distributions, which includes the Normal, the Student's t, the Laplace and the Pearson type II distributions as special cases. The result of these extensions is called the Generalized principal component analysis …