Summary: Most of the parametric families of distributions on manifold are constituted of radial distributions. The main reason is that quantifying the anisotropy of a distribution on a manifold is not as straightforward as in vector spaces and usually leads to numerical computations. Based on a simple definition of the covariance on manifolds, this paper presents a way of constructing anisotropic distributions on the hyperbolic space whose covariance matrices are explicitly known. The approach remains valid on every manifold homeomorphic to vector spaces.
For the entire collection see [Zbl 1374.94006].