On the information matrix for symmetric distributions on the hypersphere (Q797243)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the information matrix for symmetric distributions on the hypersphere |
scientific article; zbMATH DE number 3868435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the information matrix for symmetric distributions on the hypersphere |
scientific article; zbMATH DE number 3868435 |
Statements
On the information matrix for symmetric distributions on the hypersphere (English)
0 references
1984
0 references
In this work a general definition of symmetry for a directional model is given in terms of the invariance of the distribution with respect to a subgroup of O(k), the group of orthogonal transformations in \(R^ k\). Then the information matrix for the parameters indexing a symmetric density is shown to be block-diagonal: one block for the location and one block for the shape. This result is used to construct an algorithm for the efficient estimation of the parameters.
0 references
symmetric distributions on the hypersphere
0 references
Bingham distribution
0 references
Fisher distribution
0 references
maximum likelihood estimation
0 references
von Mises distribution
0 references
general definition of symmetry
0 references
directional model
0 references
group of orthogonal transformations
0 references
information matrix
0 references
block-diagonal
0 references
