A diffusion process associated with Fréchet means
This paper studies rescaled images, under exp−1μ, of the sample Fréchet means of i.i.d. random variables {Xk|k≥1} with Fréchet mean μ on a Rie-mannian manifold. We show that, with appropriate scaling, these images converge weakly to a diffusion process. Similar to the Euclidean case, this limiting d...
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| Format: | Article |
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Institute of Mathematical Statistics
2015
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| Online Access: | https://eprints.nottingham.ac.uk/32707/ |