Estimation of the concentration parameter in von Mises-Fisher distributions

1 August 1978

journal article
Published by Oxford University Press (OUP) in Biometrika

Vol. 65 (2) , 369-377
https://doi.org/10.1093/biomet/65.2.369

Abstract

Using sufficiency arguments it is proposed to estimate the concentration parameter, k, in the d-dimensional von Mises-Fisher distribution on the basis of the marginal distribution of the resultant length only. Distributional properties of the estimate are given. The analogue to the Neyman-Scott example of inconsistency is considered for the von Mises-Fisher distribution, and again an estimate based on the marginal distribution of the resultant lengths is proposed and discussed

Keywords

DIRECTIONAL DATA
MARGINALIZATION
NEYMAN–SCOTT EXAMPLE
SEPARATE INFERENCE
SUFFICIENCY

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