Complete Asymptotic Expansions and the High-Dimensional Bingham Distributions

MaRDI QIDQ6430009zbMATH OpenFDO

Authors Armine Bagyan, Donald L. Richards

Publication date 17 March 2023

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Directional data; spatial statistics (62H11) Asymptotic distribution theory in statistics (62E20) Statistics on manifolds (62R30)

Abstract: Let $X$ denote a random vector having a Bingham distribution on ${mathcalS}^{d-1}$, the unit sphere centered at the origin in ${mathbbR}^d$. With $Sigma$ denoting the symmetric matrix parameter of the distribution, let $Psi(Sigma)$ be the corresponding normalizing constant of the distribution. We derive for $Psi(Sigma)$ and its first-order partial derivatives complete asymptotic expansions as $doinfty$. These expansions are obtained under the growth condition that $|Sigma|$, the Frobenius norm of $Sigma$, satisfies $|Sigma|=O(d^{r/2})$, where $0ler<1$. As a consequence, we obtain for the covariance matrix of $X$ an asymptotic expansion up to terms of arbitrary degree in $Sigma$.

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