Skip to main content
2 of 3
added another book.
Suvrit
  • 28.6k
  • 7
  • 82
  • 150

The book Directional Statistics by Mardia and Jupp discusses concrete examples of distributions on:

  1. Surface of the unit hypersphere
  2. On Stiefel Manifolds
  3. Maybe some others

I also recalled another source that might be useful to you:

Matrix Variate Distributions by Gupta and Nagar. In particular, see chapter 8.

Suvrit
  • 28.6k
  • 7
  • 82
  • 150