Estimating the concentration of the Langevin distribution

DOI10.2307/3315565zbMATH Open0702.62025OpenAlexW2011381927MaRDI QIDQ3481071FDOQ3481071

Authors: Gilles R. Ducharme, Philip Milasevic 

Publication date: 1990

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315565

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zbMATH Keywords

asymptotic efficiencydirectional dataspatial medianstability propertiesconcentration parametercontaminationLangevin distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Statistical Analysis of Spherical Data
• Title not available (Why is that?)
• Spatial median and directional data
• Uniqueness of the spatial median
• Estimation of the concentration parameter in von Mises-Fisher distributions
• The BIAS of the maximum likelihood estimators of the von mises-fisher concentration parameters
• Tests for the dispersion and for the modal vector of a distribution on a sphere

Cited In (7)

• Robust estimation of location and concentration parameters for the von Mises-Fisher distribution
• Concentrated matrix Langevin distributions
• Large sample theory of the Langevin distribution
• A counterexample on the existence of the \(L_ 1\)-median
• Estimating the concentration parameter of a von Mises distribution: a systematic simulation benchmark
• Title not available (Why is that?)
• High-order parameter approximation for von Mises-Fisher distributions

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