Parameter estimation for von Mises–Fisher distributions
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DOI: 10.1007/s00180-007-0030-7
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References listed on IDEAS
- Devroye, Luc, 2002. "Simulating Bessel random variables," Statistics & Probability Letters, Elsevier, vol. 57(3), pages 249-257, April.
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Cited by:
- Biswas, Atanu & Jha, Jayant & Dutta, Somak, 2016. "Modelling circular random variables with a spike at zero," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 194-201.
- Árpád Baricz, 2014. "Remarks on a parameter estimation for von Mises–Fisher distributions," Computational Statistics, Springer, vol. 29(3), pages 891-894, June.
- Sra, Suvrit & Karp, Dmitrii, 2013. "The multivariate Watson distribution: Maximum-likelihood estimation and other aspects," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 256-269.
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Keywords
von Mises–Fisher distribution; Concentration parameter; Modified Bessel function of the first kind; Maximum likelihood estimate; Successive substitution method;All these keywords.
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