NONSTANDARD ESTIMATION FOR THE VON MISES FISHER DISTRIBUTION
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Publication:4642364
DOI10.1017/S0004972717001228zbMath1395.62065OpenAlexW2790635535MaRDI QIDQ4642364
Publication date: 23 May 2018
Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0004972717001228
data analysisdirectional dataasymptotic properties of estimatorsasymptotic properties of testsinference under constraints
Directional data; spatial statistics (62H11) Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30) Asymptotic properties of parametric tests (62F05)
Cites Work
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- Generalization of likelihood ratio tests under nonstandard conditions
- A note on Silvey's (1959) theorem
- Likelihood-based inference with singular information matrix
- The Lagrangian Multiplier Test
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- On asymptotic tests of composite hypotheses in nonstandard conditions
- On the Distribution of the Log Likelihood Ratio Test Statistic When the True Parameter is "Near" the Boundaries of the Hypothesis Regions
- On the Distribution of the Likelihood Ratio
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