High-order parameter approximation for von Mises-Fisher distributions

DOI10.1016/j.amc.2012.05.050zbMath1279.62057OpenAlexW2000955373MaRDI QIDQ388596

Heping Song, Guoli Wang, Jun Liu

Publication date: 2 January 2014

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2012.05.050

zbMATH Keywords

parameter estimationvon Mises-Fisher distributionmodified Bessel functionHalley methodLangevin distribution

Mathematics Subject Classification ID

Point estimation (62F10) Probability distributions: general theory (60E05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Related Items (4)

Penalized maximum likelihood estimator for mixture of von Mises-Fisher distributions ⋮ On maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions ⋮ Minimum message length estimation of mixtures of multivariate Gaussian and von Mises-Fisher distributions ⋮ Efficient von Mises–Fisher concentration parameter estimation using Taylor series

Uses Software

• MPFR

Cites Work

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• A Precision Approximation of the Gamma Function

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