On tests for the mean direction of the Langevin distribution

DOI10.1007/BF00050842zbMath0712.62053MaRDI QIDQ749115

D. Kharzeev

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionscentral limit theoremLangevin distributionpower functionslikelihood ratio criterionmodified Wald statisticRao statisticsum of independent random vectorstests for mean directionWatson statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items

Asymptotic efficiency of some nonparametric tests for location on hyperspheres ⋮ A modified likelihood ratio test for the mean direction in the von mises distribution ⋮ Inference for spherical location under high concentration ⋮ Discriminant Analysis for Langevin Population ⋮ On locally optimal tests for the mean direction of the Langevin distribution ⋮ Tests for the mean direction of the Langevin distribution with large concentration parameter ⋮ Tests for a given linear structure of the mean direction of the Langevin distribution ⋮ New results on the likelihood ratio and score tests for the von Mises distribution ⋮ Confidence Regions for the Mean Direction of the Von Mises–Fisher Distribution ⋮ Corrected likelihood ratio tests for von mises regression models

Cites Work

• Large sample theory of the Langevin distribution
• The theory of concentrated Langevin distributions
• Asymptotic expansions of the distributions of some test statistics
• Small Sample Theory of the Langevin Distribution
• Unnamed Item

This page was built for publication: On tests for the mean direction of the Langevin distribution