High dimensional limit theorems and matrix decompositions on the Stiefel manifold
directional statisticsgeneralized Langevingeneralized Scheiddegger-Watson distributionshypergeometric functions with matrix argumentshyperspheresinvariant measureslimit theorems on high dimensional spheresmatrix statisticmatrix uniformmatrix-variate normal distributionssingular value decompositionsStiefel manifold
Factorization of matrices (15A23) Other hypergeometric functions and integrals in several variables (33C70) Integration on manifolds; measures on manifolds (58C35) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)
There exists an extensive literature on the statistical analysis of directional statistics on circles, spheres and, in general, hyperspheres. Some authors have discussed distribution theory and inference of orientational statistics on Stiefel manifolds. The aim of this paper is to investigate the limiting behavior of a matrix statistic X on the Stiefel manifold \(V_{k,m}\), as m tends to infinity, where m is a high dimension of the considered space. The results extend those of \textit{G. S. Watson} [Statistics on spheres (1983; Zbl 0646.62045); Studies in econometrics, time series and multivariate statistics, Commem. T. W. Anderson's 65th Birthday, 559-570 (1983; Zbl 0536.62038)]. Statistical problems of analyzing data on Stiefel manifolds also arise in practice. Applications of the results to some testing problems are presented.
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