Tensor distributions with covariance tensor or correlation tensor
Probability
2021-08-19 v2
Abstract
In this article, we define the matricization of a tensor and we present some properties of the matricization. After that, we define the determinant of a tensor and we present some properties of the determinant. We define the covariance tensor and we present some properties of the covariance tensor. In a similar way, we define the correlation tensor. We define the tensor normal distribution. In a similar way, we define the tensor elliptical distributions. We prove the equivalence of the tensor elliptical distribution representations.
Cite
@article{arxiv.2108.07245,
title = {Tensor distributions with covariance tensor or correlation tensor},
author = {Yurii Yurchenko},
journal= {arXiv preprint arXiv:2108.07245},
year = {2021}
}
Comments
9 pages; corrected typos