On the information matrix for symmetric distributions on the hypersphere (Q797243)
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| Language | Label | Description | Also known as |
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| English | 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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