A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions

DOI10.1016/j.jmva.2014.09.002zbMath1302.62017OpenAlexW1983744815MaRDI QIDQ476229

Somesh Kumar, Kanika, Ashis Sen Gupta

Publication date: 28 November 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.09.002

zbMATH Keywords

orthogonal groupequivariant estimatorminimaxityadmissibilityrisk-unbiased estimator

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items

Inference on parameters of Watson distributions and application to classification of observations

Uses Software

• CircStats
• circular

Cites Work

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• Statistical inference of Langevin distribution for directional data
• Topics in Circular Statistics
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Estimating and testing the common mean direction of several von mises populations with known concentrations
• Estimating and Testing the Common Mean Direction of Several von MISES-FISHER Populations with Known Concentrations
• Bayesian inference for the von Mises-Fisher distribution