Open Access
2017 Estimation of mean form and mean form difference under elliptical laws
José A. Díaz-García, Francisco J. Caro-Lopera
Electron. J. Statist. 11(1): 2424-2460 (2017). DOI: 10.1214/17-EJS1289

Abstract

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 using the Euclidean distance matrix for the consistent estimates, exact formulae are derived for the moments of the matrix $\mathbf{B}=\mathbf{X}^{c}\left(\mathbf{X}^{c}\right)^{T}$; where $\mathbf{X}^{c}$ is the centered landmark matrix. Finally, a complete application in Biology is provided; it includes estimation, model selection and hypothesis testing.

Citation

Download Citation

José A. Díaz-García. Francisco J. Caro-Lopera. "Estimation of mean form and mean form difference under elliptical laws." Electron. J. Statist. 11 (1) 2424 - 2460, 2017. https://doi.org/10.1214/17-EJS1289

Information

Received: 1 August 2015; Published: 2017
First available in Project Euclid: 30 May 2017

zbMATH: 1365.62198
MathSciNet: MR3656497
Digital Object Identifier: 10.1214/17-EJS1289

Subjects:
Primary: 62E05 , 62E15 , 62H12
Secondary: 62H30 , 62H35

Keywords: Coordinate free approach , matrix variate elliptical distribution , matrix variate Gaussian distribution , non-central singular Pseudo-Wishart distribution , statistical shape theory

Vol.11 • No. 1 • 2017
Back to Top