Large sample theory of the Langevin distribution

DOI10.1016/0378-3758(83)90043-5MaRDI QIDQ794082zbMATHOpenAlexWikidataFDO

Authors Geoffrey S. Watson

Publication date 1983

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(83)90043-5

zbMATH Keywords

directional datavon Mises-Fisher distributionLangevin distributionnoncentral chi-square distributionAsymptotic non-null distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3852224 (Why is no real title available?)
• scientific article; zbMATH DE number 3386718 (Why is no real title available?)
• scientific article; zbMATH DE number 3395205 (Why is no real title available?)
• Estimation of the concentration parameter in von Mises-Fisher distributions
• More significance tests on the sphere
• ON THE CONSTRUCTION OF SIGNIFICANCE TESTS ON THE CIRCLE AND THE SPHERE
• Three aspects of the statistics of directions

Cited in

(16)

• An investigation of hypothesis testing procedures for circular and spherical mean vectors
• scientific article; zbMATH DE number 63474 (Why is no real title available?)
• Small Sample Theory of the Langevin Distribution
• Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
• 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
• Estimating the concentration of the Langevin distribution
• On tests for the mean direction of the Langevin distribution
• A modified likelihood ratio test for the mean direction in the von mises distribution
• High dimensional limit theorems and matrix decompositions on the Stiefel manifold
• Some estimation theory on the sphere
• The theory of concentrated Langevin distributions
• Inference on the common mean direction of several Fisher-von Mises-Langevin populations with unknown concentration parameters
• Tests for the mean direction of the Langevin distribution with large concentration parameter
• A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions
• New results on the likelihood ratio and score tests for the von Mises distribution

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