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Improved likelihood ratio and score tests on concentration parameters of von Mises-Fisher distributions

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  • Watamori, Yoko
  • Jupp, Peter E.

Abstract

Explicit expressions are given for the likelihood-ratio and quadratic score statistics for standard hypotheses on concentrations of von Mises-Fisher distributions. Bartlett corrections of the former and higher-order approximations to the null distributions of the latter are provided.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:72:y:2005:i:2:p:93-102
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    References listed on IDEAS

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    1. P. V. Larsen, 2002. "Improved likelihood ratio tests on the von Mises--Fisher distribution," Biometrika, Biometrika Trust, vol. 89(4), pages 947-951, December.
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    Cited by:

    1. Christine Cutting & Davy Paindaveine & Thomas Verdebout, 2015. "Tests of Concentration for Low-Dimensional and High-Dimensional Directional Data," Working Papers ECARES ECARES 2015-05, ULB -- Universite Libre de Bruxelles.
    2. Christophe Ley & Thomas Verdebout, 2014. "Local Powers of Optimal One-sample and Multi-sample Tests for the Concentration of Fisher-von Mises-Langevin Distributions," International Statistical Review, International Statistical Institute, vol. 82(3), pages 440-456, December.

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