A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions
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DOI: 10.1016/j.jmva.2014.09.002
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References listed on IDEAS
- Hendriks, Harrie & Landsman, Zinoviy & Ruymgaart, Frits, 1996. "Asymptotic Behavior of Sample Mean Direction for Spheres," Journal of Multivariate Analysis, Elsevier, vol. 59(2), pages 141-152, November.
- Ashis Sengupta & Ranjan Maitra, 1998. "On Best Equivariance and Admissibility of Simultaneous MLE for Mean Direction Vectors of Several Langevin Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(4), pages 715-727, December.
- Perron, F. & Giri, N., 1990. "On the best equivariant estimator of mean of a multivariate normal population," Journal of Multivariate Analysis, Elsevier, vol. 32(1), pages 1-16, January.
- Hendriks, Harrie & Landsman, Zinoviy, 1996. "Asymptotic behavior of sample mean location for manifolds," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 169-178, February.
- Hendriks, Harrie, 2005. "The admissibility of the empirical mean location for the matrix von Mises-Fisher family," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 454-464, February.
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Cited by:
- Marc Hallin & H Lui & Thomas Verdebout, 2022. "Nonparametric Measure-transportation-based Methods for Directional Data," Working Papers ECARES 2022-18, ULB -- Universite Libre de Bruxelles.
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Keywords
Admissibility; Equivariant estimator; Minimaxity; Orthogonal group; Risk-unbiased estimator;All these keywords.
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