Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution

DOI10.1007/S00184-017-0625-0MaRDI QIDQ1683641zbMATHOpenAlexFDO

Authors Peng Zhang

Publication date 1 December 2017

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-017-0625-0

zbMATH Keywords

\(p\)-values\(M\)-estimatorsstatistical testssaddle-point approximationvon Mises-Fisher distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Directional data; spatial statistics (62H11) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 1375577 (Why is no real title available?)
• scientific article; zbMATH DE number 600061 (Why is no real title available?)
• A Bootstrap Test for Circular Data
• Efficient von Mises-Fisher concentration parameter estimation using Taylor series
• Multivariate Saddlepoint test for the wrapped normal model
• On a formula for the distribution of the maximum likelihood estimator
• Robust direction estimation
• Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
• Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Saddlepoint test in measurement error models
• Small sample asymptotic expansions for multivariate M-estimates

Cited in

(6)

• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
• scientific article; zbMATH DE number 600061 (Why is no real title available?)
• Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk
• scientific article; zbMATH DE number 3864308 (Why is no real title available?)
• Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
• Recent advances in directional statistics

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