On the information matrix for symmetric distributions on the hypersphere

DOI10.1214/AOS/1176346724MaRDI QIDQ797243zbMATH OpenOpenAlexFDO

Authors Louis-Paul Rivest

Publication date 1984

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346724

zbMATH Keywords

Bingham distributionblock-diagonaldirectional modelFisher distributiongeneral definition of symmetrygroup of orthogonal transformationsinformation matrixmaximum likelihood estimationsymmetric distributions on the hyperspherevon Mises distribution

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Review text

In this work a general definition of symmetry for a directional model is given in terms of the invariance of the distribution with respect to a subgroup of O(k), the group of orthogonal transformations in \(R^ k\). Then the information matrix for the parameters indexing a symmetric density is shown to be block-diagonal: one block for the location and one block for the shape. This result is used to construct an algorithm for the efficient estimation of the parameters.

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