Robust estimation of location and concentration parameters for the von Mises-Fisher distribution
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Publication:259679
DOI10.1007/S00362-014-0648-9zbMATH Open1333.62145arXiv1201.6476OpenAlexW2052879155MaRDI QIDQ259679FDOQ259679
Authors: Shogo Kato, Shinto Eguchi 
Publication date: 18 March 2016
Published in: Statistical Papers (Search for Journal in Brave)
Abstract: Robust estimation of location and concentration parameters for the von Mises-Fisher distribution is discussed. A key reparametrisation is achieved by expressing the two parameters as one vector on the Euclidean space. With this representation, we first show that maximum likelihood estimator for the von Mises-Fisher distribution is not robust in some situations. Then we propose two families of robust estimators which can be derived as minimisers of two density power divergences. The presented families enable us to estimate both location and concentration parameters simultaneously. Some properties of the estimators are explored. Simple iterative algorithms are suggested to find the estimates numerically. A comparison with the existing robust estimators is given as well as discussion on difference and similarity between the two proposed estimators. A simulation study is made to evaluate finite sample performance of the estimators. We consider a sea star dataset and discuss the selection of the tuning parameters and outlier detection.
Full work available at URL: https://arxiv.org/abs/1201.6476
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Cited In (16)
- On efficiency and robustness of estimators for a spherical location
- Robust estimation for multivariate wrapped models
- Robust estimation of location and concentration parameters for the von Mises-Fisher distribution
- Distance-based directional depth classifiers: a robustness study
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