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

DOI10.1007/S00184-017-0625-0zbMATH Open1392.62054OpenAlexW2755034157MaRDI QIDQ1683641FDOQ1683641

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

Recommendations

• 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

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)

Cites Work

• Title not available (Why is that?)
• On a formula for the distribution of the maximum likelihood estimator
• Title not available (Why is that?)
• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• Title not available (Why is that?)
• Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
• Robust direction estimation
• Multivariate Saddlepoint test for the wrapped normal model
• A Bootstrap Test for Circular Data
• Small sample asymptotic expansions for multivariate M-estimates
• Saddlepoint Test in Measurement Error Models
• Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks
• Efficient von Mises–Fisher concentration parameter estimation using Taylor series

Cited In (4)

• Title not available (Why is that?)
• Recent advances in directional statistics
• Title not available (Why is that?)
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective

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)