On the information matrix for symmetric distributions on the hypersphere (Q797243)

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On the information matrix for symmetric distributions on the hypersphere
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    On the information matrix for symmetric distributions on the hypersphere (English)
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    1984
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    In this work a general definition of symmetry for a directional model is given in terms of the invariance of the distribution with respect to a subgroup of O(k), the group of orthogonal transformations in \(R^ k\). Then the information matrix for the parameters indexing a symmetric density is shown to be block-diagonal: one block for the location and one block for the shape. This result is used to construct an algorithm for the efficient estimation of the parameters.
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    symmetric distributions on the hypersphere
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    Bingham distribution
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    Fisher distribution
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    maximum likelihood estimation
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    von Mises distribution
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    general definition of symmetry
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    directional model
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    group of orthogonal transformations
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    information matrix
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    block-diagonal
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