Efficient von Mises–Fisher concentration parameter estimation using Taylor series

DOI10.1080/00949655.2014.965169OpenAlexW2089380210MaRDI QIDQ5222281

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Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.965169

zbMATH Keywords

parameter estimationvon Mises-Fisher distributionvon Mises distributionconcentration parameterLangevin distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution

Cites Work

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• High-order parameter approximation for von Mises-Fisher distributions
• Statistical inference of Langevin distribution for directional data
• On maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions
• Parameter estimation for von Mises-Fisher distributions
• A short note on parameter approximation for von Mises-Fisher distributions: and a fast implementation of \(I_{s}(x)\)

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