Concentrated matrix Langevin distributions

DOI10.1016/S0047-259X(02)00065-9zbMath1016.62065MaRDI QIDQ1400015

Yasuko Chikuse

Publication date: 30 July 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Stiefel manifoldGrassmann manifoldorthogonal projection matrixhypergeometric functions with matrix argumentsasymptotics for large concentrationsmatrix Langevin distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items

Asymptotic Analysis of a Matrix Latent Decomposition Model ⋮ A new distance-based distribution: detecting concentration in directional data ⋮ Inference for spherical location under high concentration ⋮ Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold

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