ROBUST ESTIMATION OF THE CONCENTRATION PARAMETER OF THE VONMISES-FISHER DISTRIBUTION

• 成果类型: Article
• 署名作者: KO, DJ
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348663
• 发表日期: 1992
• 页码: 917-928
• 关键词: directional-data; sphere

摘要

We introduce a simple procedure for obtaining robust estimates of the concentration parameter of the von Mises-Fisher distribution on the q-dimensional unit sphere. The procedure is based on the median deviation from a location parameter. Its influence function is derived and standardized bias robustness is proved. The asymptotic efficiency is calculated and an example is given.