The theory of concentrated Langevin distributions

DOI10.1016/0047-259X(84)90047-2zbMath0541.62035OpenAlexW2091481287MaRDI QIDQ794369

Geoffrey S. Watson

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90047-2

zbMATH Keywords

directional datanon-central chi-square distributionmultivariate Gaussian distributionconcentrated Langevin distributionsFisher-von Mises distributionnon-central F distributionnon-null distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)

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Model-based hierarchical clustering with Bregman divergences and Fishers mixture model: application to depth image analysis ⋮ Estimating and Testing the Common Mean Direction of Several von MISES-FISHER Populations with Known Concentrations ⋮ Concentrated matrix Langevin distributions ⋮ A new distance-based distribution: detecting concentration in directional data ⋮ Inference for spherical location under high concentration ⋮ Estimating and testing the common mean direction of several von mises populations with known concentrations ⋮ 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

Cites Work

• Large sample theory of the Langevin distribution
• ON THE CONSTRUCTION OF SIGNIFICANCE TESTS ON THE CIRCLE AND THE SPHERE
• ANALYSIS OF DISPERSION ON A SPHERE
• Unnamed Item

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