Symmetric distributions for dependent unit vectors

DOI10.1214/AOS/1176346720MaRDI QIDQ797244zbMATH 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/1176346720

zbMATH Keywords

bivariate generalization of D-symmetrydirectional datainformation matrixjoint distribution of two dependent unit vectorsrotational symmetry

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Review text

In this work the author generalizes the definitions of symmetry given in his paper reviewed above, Zbl 0545.62035, for the joint distribution of two dependent unit vectors and introduces bivariate generalization of D- symmetry and rotational symmetry. If the joint distribution of the two unit vectors is at least D-symmetric the information matrix for the parameters indexing it is shown to have a simple shape.

Recommendations

• Dependent unit vectors
• Bivariate symmetry: definitions and basic properties
• A distribution for dependent unit vectors
• On the information matrix for symmetric distributions on the hypersphere
• Dependence Structure of a Class of Symmetric Distributions

Cited in

(8)

• Dependent unit vectors
• Bivariate symmetry: definitions and basic properties
• Dependence Structure of a Class of Symmetric Distributions
• A distribution for dependent unit vectors
• Copulae on products of compact Riemannian manifolds
• On a class of circulas: copulas for circular distributions
• A distribution for a pair of unit vectors generated by Brownian motion
• On the information matrix for symmetric distributions on the hypersphere

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