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

DOI10.1006/JMVA.1993.1005zbMATH Open0776.62048OpenAlexW1987332671MaRDI QIDQ1209607FDOQ1209607

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

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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)

Cited In (12)

• Statistics on special manifolds
• Concentrated matrix Langevin distributions
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• 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
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