Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution
This article deals with the evaluation of the \(p\)-values of two tests on the parameters of the von Mises-Fisher distribution on directions. One test is a simultaneous test on the mean direction parameter vector and concentration parameter. The second is a conditional test on the mean direction with the concentration parameter known. Both tests make use of a test statistic based on the exponent of the saddle-point approximation to the density of multivariate \(M\)-estimators. The exponential form of the von Mises-Fisher distribution helps to reduce computational difficulties. The numerical minimization that is usually required for the saddle-point approximation is avoided here. Other saddle-point tests were used by others before, for the wrapped normal models, for a bootstrap variant of the wrapped normal model and for the von Mises-Fisher model also. The numerical accuracy of the tests is illustrated. A comparison with a Monte Carlo procedure shows that the relative errors are bounded. A brief introduction to saddle-point tests for the mean direction is also given.
- An improved test of equality of mean directions for the Langevin‐von Mises‐Fisher distribution
- Improved likelihood ratio tests on the von Mises-Fisher distribution
- scientific article; zbMATH DE number 3864308
- Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions
- Exact conditional tests and approximate bootstrap tests for the von Mises distribution
- A Bootstrap Test for Circular Data
- Efficient von Mises-Fisher concentration parameter estimation using Taylor series
- 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?)
- 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
- Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
- Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk
- Recent advances in directional statistics
- On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
- scientific article; zbMATH DE number 3864308 (Why is no real title available?)
- Estimating and Testing the Common Mean Direction of Several von MISES-FISHER Populations with Known Concentrations
- scientific article; zbMATH DE number 600061 (Why is no real title available?)
- Saddlepoint approximations for models of circular data
This page was built for publication: Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1683641)
