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On the Bingham distribution with large dimension

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  • Kume, A.
  • Walker, S.G.

Abstract

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.

Suggested Citation

  • Kume, A. & Walker, S.G., 2014. "On the Bingham distribution with large dimension," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 345-352.
    • Handle: RePEc:eee:jmvana:v:124:y:2014:i:c:p:345-352
    DOI: 10.1016/j.jmva.2013.10.023
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    References listed on IDEAS

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    1. A. Kume & Andrew T. A. Wood, 2005. "Saddlepoint approximations for the Bingham and Fisher–Bingham normalising constants," Biometrika, Biometrika Trust, vol. 92(2), pages 465-476, June.
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    Cited by:

    1. Bee, Marco & Benedetti, Roberto & Espa, Giuseppe, 2017. "Approximate maximum likelihood estimation of the Bingham distribution," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 84-96.
    2. Marco Bee & Roberto Benedetti & Giuseppe Espa, 2015. "Approximate likelihood inference for the Bingham distribution," DEM Working Papers 2015/02, Department of Economics and Management.

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