Large sample theory of the Langevin distribution

DOI10.1016/0378-3758(83)90043-5zbMATH Open0539.62033OpenAlexW2046904806WikidataQ126458372 ScholiaQ126458372MaRDI QIDQ794082FDOQ794082

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

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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)

Cites Work

• Title not available (Why is that?)
• ON THE CONSTRUCTION OF SIGNIFICANCE TESTS ON THE CIRCLE AND THE SPHERE
• Estimation of the concentration parameter in von Mises-Fisher distributions
• Title not available (Why is that?)
• More significance tests on the sphere
• Three aspects of the statistics of directions
• Title not available (Why is that?)

Cited In (16)

• Small Sample Theory of the Langevin Distribution
• High dimensional limit theorems and matrix decompositions on the Stiefel manifold
• Tests for the mean direction of the Langevin distribution with large concentration parameter
• A modified likelihood ratio test for the mean direction in the von mises distribution
• Some estimation theory on the sphere
• On tests for the mean direction of the Langevin distribution
• The theory of concentrated Langevin distributions
• Inference on the common mean direction of several Fisher-von Mises-Langevin populations with unknown concentration parameters
• 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
• Title not available (Why is that?)
• Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
• On locally optimal tests for the mean direction of the Langevin distribution
• Estimating the concentration of the Langevin distribution
• An investigation of hypothesis testing procedures for circular and spherical mean vectors
• Tests for a given linear structure of the mean direction of the Langevin distribution

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