Concentrated matrix Langevin distributions
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References listed on IDEAS
- Chikuse, Yasuko, 1998. "Density Estimation on the Stiefel Manifold," Journal of Multivariate Analysis, Elsevier, vol. 66(2), pages 188-206, August.
- Chikuse, Y., 1993. "High Dimensional Asymptotic Expansions for the Matrix Langevin Distributions on the Stiefel Manifold," Journal of Multivariate Analysis, Elsevier, vol. 44(1), pages 82-101, January.
- Mardia, K. V. & Khatri, C. G., 1977. "Uniform distribution on a Stiefel manifold," Journal of Multivariate Analysis, Elsevier, vol. 7(3), pages 468-473, September.
- Chikuse, Yasuko, 1990. "Distributions of orientations on Stiefel manifolds," Journal of Multivariate Analysis, Elsevier, vol. 33(2), pages 247-264, May.
- Chikuse, Y. & Watson, G. S., 1995. "Large Sample Asymptotic Theory of Tests for Uniformity on the Grassmann Manifold," Journal of Multivariate Analysis, Elsevier, vol. 54(1), pages 18-31, July.
- Constantine, A. G. & Muirhead, R. J., 1976. "Asymptotic expansions for distributions of latent roots in multivariate analysis," Journal of Multivariate Analysis, Elsevier, vol. 6(3), pages 369-391, September.
- Watson, Geoffrey S., 1984. "The theory of concentrated Langevin distributions," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 74-82, February.
- Chikuse, Yasuko, 1991. "Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold," Journal of Multivariate Analysis, Elsevier, vol. 39(2), pages 270-283, November.
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- Davy Paindaveine & Thomas Verdebout, 2019. "Inference for Spherical Location under High Concentration," Working Papers ECARES 2019-02, ULB -- Universite Libre de Bruxelles.
More about this item
KeywordsStiefel manifold Grassmann manifold Orthogonal projection matrix Asymptotics for large concentrations Matrix Langevin distributions Hypergeometric functions with matrix arguments;
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