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

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)

Recommendations

• The theory of concentrated Langevin distributions
• Large sample theory of the Langevin distribution
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• Convergence rates for nonequilibrium Langevin dynamics
• Exponential convergence of Langevin distributions and their discrete approximations
• \(L_p\) estimation of the diffusion coefficient

Cites Work

• scientific article; zbMATH DE number 4054823 (Why is no real title available?)
• Estimation of the concentration parameter in von Mises-Fisher distributions
• Spatial median and directional data
• Statistical Analysis of Spherical Data
• Tests for the dispersion and for the modal vector of a distribution on a sphere
• The BIAS of the maximum likelihood estimators of the von mises-fisher concentration parameters
• Uniqueness of the spatial median

Cited In (8)

• Robust estimation of location and concentration parameters for the von Mises-Fisher distribution
• Concentrated matrix Langevin distributions
• Bayes estimation of a Langevin mean direction
• 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 no real title available?)
• High-order parameter approximation for von Mises-Fisher distributions

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