On tests for the mean direction of the Langevin distribution

DOI10.1007/BF00050842MaRDI QIDQ749115zbMATH OpenFDO

Authors D. Kharzeev

Publication date 1990

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

central limit theoremasymptotic expansionsLangevin distributionpower functionslikelihood ratio criterionmodified Wald statisticRao statisticsum of independent random vectorstests for mean directionWatson statistic

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• Tests for a given linear structure of the mean direction of the Langevin distribution
• Statistical inference of Langevin distribution for directional data
• Tests for the mean direction of the Langevin distribution with large concentration parameter
• The theory of concentrated Langevin distributions
• Small Sample Theory of the Langevin Distribution

Cites work

• scientific article; zbMATH DE number 3052144 (Why is no real title available?)
• Asymptotic expansions of the distributions of some test statistics
• Large sample theory of the Langevin distribution
• Small Sample Theory of the Langevin Distribution
• The theory of concentrated Langevin distributions

Cited in

(11)

• scientific article; zbMATH DE number 63474 (Why is no real title available?)
• Tests for a given linear structure of the mean direction of the Langevin distribution
• On locally optimal tests for the mean direction of the Langevin distribution
• Asymptotic efficiency of some nonparametric tests for location on hyperspheres
• Inference for spherical location under high concentration
• Confidence Regions for the Mean Direction of the Von Mises–Fisher Distribution
• Discriminant Analysis for Langevin Population
• A modified likelihood ratio test for the mean direction in the von mises distribution
• Corrected likelihood ratio tests for von mises regression models
• Tests for the mean direction of the Langevin distribution with large concentration parameter
• New results on the likelihood ratio and score tests for the von Mises distribution

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