Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data
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References listed on IDEAS
- Tony Cai, T. & Jiang, Tiefeng, 2012. "Phase transition in limiting distributions of coherence of high-dimensional random matrices," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 24-39.
- P. V. Larsen, 2002. "Improved likelihood ratio tests on the von Mises--Fisher distribution," Biometrika, Biometrika Trust, vol. 89(4), pages 947-951, December.
- Ley, Christophe & Paindaveine, Davy & Verdebout, Thomas, 2015. "High-dimensional tests for spherical location and spiked covariance," Journal of Multivariate Analysis, Elsevier, vol. 139(C), pages 79-91.
- repec:eca:wpaper:2013/138256 is not listed on IDEAS
- Christine Cutting & Davy Paindaveine & Thomas Verdebout, 2015. "Testing Uniformity on High-Dimensional Spheres against Contiguous Rotationally Symmetric Alternatives," Working Papers ECARES ECARES 2015-04, ULB -- Universite Libre de Bruxelles.
- Watamori, Yoko & Jupp, Peter E., 2005. "Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions," Statistics & Probability Letters, Elsevier, vol. 72(2), pages 93-102, April.
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- Arthur Pewsey & Eduardo García-Portugués, 2021. "Recent advances in directional statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 1-58, March.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-03-05 (Econometrics)
- NEP-MFD-2015-03-05 (Microfinance)
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