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September, 1984 On the Information Matrix for Symmetric Distributions on the Hypersphere
Louis-Paul Rivest
Ann. Statist. 12(3): 1085-1089 (September, 1984). DOI: 10.1214/aos/1176346724

Abstract

A general definition of symmetry for a directional model is given. 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. Examples are given; a new symmetric distribution, the $FB_6$ is introduced; it generalizes the classical distributions on the hypersphere.

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Louis-Paul Rivest. "On the Information Matrix for Symmetric Distributions on the Hypersphere." Ann. Statist. 12 (3) 1085 - 1089, September, 1984. https://doi.org/10.1214/aos/1176346724

Information

Published: September, 1984
First available in Project Euclid: 12 April 2007

zbMATH: 0545.62035
MathSciNet: MR751295
Digital Object Identifier: 10.1214/aos/1176346724

Subjects:
Primary: 62F12
Secondary: 62E20

Keywords: Bingham distribution , Fisher distribution , maximum likelihood estimation , von Mises distribution

Rights: Copyright © 1984 Institute of Mathematical Statistics

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Vol.12 • No. 3 • September, 1984
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