Saddlepoint approximations for some models of circular data
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Publication:713658
DOI10.1016/j.stamet.2005.04.002zbMath1248.62085MaRDI QIDQ713658
Publication date: 19 October 2012
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2005.04.002
random walks; power function; concentration parameter; locally most powerful test; circular normal distribution; large deviation regions; normal regions; test of uniformity; wrapped symmetric \(\alpha\)-stable distributions
62H11: Directional data; spatial statistics
60G50: Sums of independent random variables; random walks
62E17: Approximations to statistical distributions (nonasymptotic)
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Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks, Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions
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Cites Work
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