Large sample theory of the Langevin distribution

DOI10.1016/0378-3758(83)90043-5zbMath0539.62033OpenAlexW2046904806WikidataQ126458372 ScholiaQ126458372MaRDI QIDQ794082

Geoffrey S. Watson

Publication date: 1983

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(83)90043-5

zbMATH Keywords

von Mises-Fisher distributiondirectional dataLangevin distributionnoncentral chi-square distributionAsymptotic non-null distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Related Items (9)

A modified likelihood ratio test for the mean direction in the von mises distribution ⋮ A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions ⋮ Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold ⋮ 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 ⋮ On tests for the mean direction of the Langevin distribution ⋮ High dimensional limit theorems and matrix decompositions on the Stiefel manifold ⋮ The theory of concentrated Langevin distributions

Cites Work

• ON THE CONSTRUCTION OF SIGNIFICANCE TESTS ON THE CIRCLE AND THE SPHERE
• More significance tests on the sphere
• Three aspects of the statistics of directions
• Estimation of the concentration parameter in von Mises-Fisher distributions
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