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June, 1992 Robust Estimation of the Concentration Parameter of the Von Mises-Fisher Distribution
Daijin Ko
Ann. Statist. 20(2): 917-928 (June, 1992). DOI: 10.1214/aos/1176348663

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.

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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

Information

Published: June, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0746.62033
MathSciNet: MR1165599
Digital Object Identifier: 10.1214/aos/1176348663

Subjects:
Primary: 62F35
Secondary: 62F10, 62H12

Rights: Copyright © 1992 Institute of Mathematical Statistics

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Vol.20 • No. 2 • June, 1992
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