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math.ST2026
Connecting Riemannian Geometry and Statistical Inference for Correlation Matrices
Argyn Kuketayev
The quotient-affine metric gives an intrinsic Riemannian geometry to full-rank correlation matrices, but its geodesic distance has no closed form and we are not aware of an analyti…
math.ST2026
The Sampling Distribution of the Log-Euclidean Distance Between Sample Correlation Matrices
Argyn Kuketayev
Comparing correlation matrices across time or stress scenarios is critical in quantitative finance and multivariate statistics, yet sample estimation noise often obscures whether a…