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Confidence regions for the mean direction of the von Mises-Fisher distribution. (English) Zbl 1062.62095

Summary: Explicit expressions are given for the confidence regions for the mean direction of the von Mises-Fisher distribution based on asymptotic expansions with large sample size, high concentration and high dimension. Simulation studies show that these confidence regions have acceptable accuracies in many situations.

MSC:

62H11 Directional data; spatial statistics
62F12 Asymptotic properties of parametric estimators
62F25 Parametric tolerance and confidence regions
Full Text: DOI

References:

[1] DOI: 10.1093/biomet/72.3.637 · Zbl 0599.62058 · doi:10.1093/biomet/72.3.637
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