On the Bingham distribution with large dimension

In this paper, we investigate the Bingham distribution when the dimension p is large. Our approach is to use a series expansion of the distribution from which truncation points can be determined yielding particular errors. A point of comparison with the approach of Dryden (2005) is highlighted.

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Year of publication:	2014
Authors:	Kume, A. ; Walker, S.G.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 124.2014, C, p. 345-352
Publisher:	Elsevier
Subject:	Bingham distribution \| Dirichlet distribution \| Mixture model \| Series expansion

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

Persistent link: https://www.econbiz.de/10010737767