High dimensional asymptotic expansions for the matrix Langevin distributions on the Stiefel manifold

DOI10.1006/JMVA.1993.1005MaRDI QIDQ1209607zbMATH OpenOpenAlexFDO

Authors Yasuko Chikuse

Publication date 16 May 1993

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

Full work available at URL https://doi.org/10.1006/jmva.1993.1005

zbMATH Keywords

random matrixsingular value decompositionasymptotic expansionsHermite and Laguerre polynomialsdensity functionsWishart distributionshypothesis testing problemsmatrix-variate normal distributionsmatrix Langevin distributionmatrix variableshigh dimensional Stiefel manifoldinvariant zonal polynomialsmatrix uniform and Langevin distributionspolynomials of matrix argumentsRodrigues formulaescale variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Asymptotic distribution theory in statistics (62E20) Integration on manifolds; measures on manifolds (58C35)

Recommendations

• Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
• Publication:4891965
• High dimensional limit theorems and matrix decompositions on the Stiefel manifold
• Concentrated matrix Langevin distributions
• The matrix angular central Gaussian distribution

Cited in

(12)

• Statistics on special manifolds
• Concentrated matrix Langevin distributions
• scientific article; zbMATH DE number 7387551 (Why is no real title available?)
• Density estimation on the Stiefel manifold
• \(M\)-estimation for location and regression parameters in group models: A case study using Stiefel manifolds
• Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold
• High dimensional limit theorems and matrix decompositions on the Stiefel manifold
• High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation
• Testing uniformity on high-dimensional spheres: the non-null behaviour of the Bingham test
• Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
• Computation of terms in the asymptotic expansion of dimer \(\lambda_d\) for high dimension
• scientific article; zbMATH DE number 926569 (Why is no real title available?)

This page was built for publication: High dimensional asymptotic expansions for the matrix Langevin distributions on the Stiefel manifold

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1209607)