High dimensional limit theorems and matrix decompositions on the Stiefel manifold

DOI10.1016/0047-259X(91)90054-6zbMath0724.62056MaRDI QIDQ758047

Yasuko Chikuse

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

invariant measuresStiefel manifoldhyperspheresdirectional statisticssingular value decompositionsgeneralized Langevingeneralized Scheiddegger-Watson distributionshypergeometric functions with matrix argumentslimit theorems on high dimensional spheresmatrix statisticmatrix uniformmatrix-variate normal distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Factorization of matrices (15A23) Other hypergeometric functions and integrals in several variables (33C70) Integration on manifolds; measures on manifolds (58C35)

Related Items

On high-dimensional sign tests, Edgeworth and saddle-point approximations for random rectangular matrices, Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results, Unnamed Item, Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold, Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold, Testing uniformity on high-dimensional spheres: the non-null behaviour of the Bingham test, Statistical analysis on high-dimensional spheres and shape spaces

Cites Work

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• Large sample theory of the Langevin distribution
• The theory of concentrated Langevin distributions
• Large sample theory for distributions on the hypersphere with rotational symmetries
• The matrix angular central Gaussian distribution
• Distributions of orientations on Stiefel manifolds
• An antipodally symmetric distribution on the sphere
• Maximum likelihood estimators for the matrix von Mises-Fisher and Bingham distributions
• Multivariate calculation. Use of the continuous groups
• Orientation statistics
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis
• Normal Multivariate Analysis and the Orthogonal Group