Abstract
We introduce a simple procedure for obtaining robust estimates of the concentration parameter of the von Mises-Fisher distribution on the $q$-dimensional unit sphere. The procedure is based on the median deviation from a location parameter. Its influence function is derived and standardized bias robustness is proved. The asymptotic efficiency is calculated and an example is given.
Citation
Daijin Ko. "Robust Estimation of the Concentration Parameter of the Von Mises-Fisher Distribution." Ann. Statist. 20 (2) 917 - 928, June, 1992. https://doi.org/10.1214/aos/1176348663
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