High dimensional limit theorems and matrix decompositions on the Stiefel manifold

DOI10.1016/0047-259X(91)90054-6zbMATH Open0724.62056MaRDI QIDQ758047FDOQ758047

Authors: Yasuko Chikuse 

Publication date: 1991

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

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zbMATH Keywords

Stiefel manifolddirectional statisticsinvariant measuressingular value decompositionshyperspheresgeneralized 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) Integration on manifolds; measures on manifolds (58C35) Other hypergeometric functions and integrals in several variables (33C70)

Cites Work

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• Large sample theory of the Langevin distribution
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• Large sample theory for distributions on the hypersphere with rotational symmetries
• The matrix angular central Gaussian distribution
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Cited In (12)

• On high-dimensional sign tests
• Title not available (Why is that?)
• Conjugate priors and posterior inference for the matrix Langevin distribution on the Stiefel manifold
• Title not available (Why is that?)
• Edgeworth and saddle-point approximations for random rectangular matrices
• Distributions of orientations on Stiefel manifolds
• Testing uniformity on high-dimensional spheres: the non-null behaviour of the Bingham test
• Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
• High dimensional asymptotic expansions for the matrix Langevin distributions on the Stiefel manifold
• Statistical analysis on high-dimensional spheres and shape spaces
• High-dimensional metric-measure limit of Stiefel and flag manifolds
• Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results

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