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Abstract: this paper, we present a simple extension to a class of non-- linear, volume preserving transformations which provides an efficient local description of curvature. The resulting generalized Gaussian models give a simple statistical tool for measuring deviations from multivariate Gaussian distributions. Remarkably, there is a computationally efficient, analytic solution for fitting the parameters of the non--linear models. The power of this approach is demonstrated in a curvature analysis of the ... (Update)
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BibTeX entry: (Update)
@misc{ lin-curved,
author = "Juan K. Lin and Peter Dayan",
title = "Curved Gaussian Models with Application to the Modeling of Foreign Exchange
Rates",
url = "citeseer.ist.psu.edu/324121.html" }
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