A New Unified Approach for the Simulation of a Wide Class of Directional Distributions

DOI10.1080/10618600.2017.1390468OpenAlexW2766967152MaRDI QIDQ74455

Kanti V. Mardia, Asaad M. Ganeiber, John T. Kent, Kanti V. Mardia, Asaad M. Ganeiber, John T. Kent

Publication date: 3 April 2018

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: http://eprints.whiterose.ac.uk/123206/7/simbingham8.pdf

zbMATH Keywords

matrix Fisher distributionBingham distributionacceptance-rejectionsimulation efficiencyangular central Gaussian distributionbivariate von Mises sine distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion, Recent advances in directional statistics, Bulk Topological States in a New Collective Dynamics Model, Dimension‐independent Markov chain Monte Carlo on the sphere, Generalised Watson distribution on the hypersphere with applications to clustering, Efficient sampling from the PKBD distribution, Spherical regression models with general covariates and anisotropic errors, simdd

Uses Software

• rstiefel

Cites Work

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