Small Sample Theory of the Langevin Distribution

DOI10.1111/J.1467-842X.1986.TB00706.XMaRDI QIDQ3756306zbMATH OpenFDO

Authors Rouh-Jane Chou

Publication date 1986

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1467-842X.1986.TB00706.X

zbMATH Keywords

asymptotic distributionasymptotic expansionsconcentration parametersLangevin distributionlocal alternative hypothesesmaximum likelihood estimatesmodal vectorsmodified Bessel function of the first kindmulti-sample caseone sample casesmall sample distributionsT statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

Recommendations

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(8)

• Tests for the mean direction of the Langevin distribution with large concentration parameter
• Tests for a given linear structure of the mean direction of the Langevin distribution
• scientific article; zbMATH DE number 4194957 (Why is no real title available?)
• A modified likelihood ratio test for the mean direction in the von mises distribution
• On the applicability of Taylor's hypothesis, including small sampling velocities
• On tests for the mean direction of the Langevin distribution
• Large sample theory of the Langevin distribution
• The theory of concentrated Langevin distributions

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