Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions

Explicit expressions are given for the likelihood-ratio and quadratic score statistics for standard hypotheses on concentrations of von Mises-Fisher distributions. Bartlett corrections of the former and higher-order approximations to the null distributions of the latter are provided.

MoreLess

Year of publication:	2005
Authors:	Watamori, Yoko ; Jupp, Peter E.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 72.2005, 2, p. 93-102
Publisher:	Elsevier
Keywords:	Bartlett correction Directional statistics Generalised Bartlett correction Langevin distribution

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313964