Angular Gaussian and Cauchy estimation

Journal of Multivariate Analysis

Volumn 93, Issue 1, 2005, Pages 180-197

  Auderset, Claude ^a   Mazza, Christian ^b   Ruh, Ernst A ^a  

^a UNIVERSITY OF FRIBOURG   (Switzerland)

^b UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Angular Gaussian; Differential geometry; Directional and shape analysis; Equivariance; Geodesics; Maximum likelihood; Multivariate Cauchy; Symmetric spaces

Indexed keywords

EID: 7044249783     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2004.01.007     Document Type: Article

References (16)

1. Arslan O. Kent J.T. A note on the maximum likelihood estimators for the location and scatter parameters of a multivariate Cauchy distribution Comm. Statist.-Theory Methods 27 1998 3007-3014
2. Dryden I.L. Mardia K.V. Statistical Shape Analysis 1998 Wiley Chichester
3. Eberlein P.B. Geometry of Nonpositively Curved Manifolds 1996 The University of Chicago Press Chicago
4. Helgason S.H. Differential Geometry, Lie Groups, and Symmetric Spaces 2001 American Mathematical Society Providence, RI
5. Kendall D.G. Shape manifolds, procrustean metrics and complex projective spaces Bull. Lond. Math. Soc. 16 1984 81-121
6. Kent J.T. New directions in shape analysis In: Mardia K.V. (Ed.) The Art of Statistical Science 1992 115-127 Wiley Chichester
7. Kent J.T. The complex Bingham distribution and shape analysis J. Roy. Statist. Soc. B 56 1994 285-299
8. Kent J.T. Tyler D.E. Redescending M-estimators of multivariate location and scatter Ann. Statist. 19 1991 2102-2119
9. Kent J.T. Tyler D.E. Vardi Y. A curious likelihood identity for the multivariate t-distribution Comm. Statist. Simulation 23 1994 441-453
10. Knight F.B. Meyer P.A. Une caractérisation de la loi de Cauchy Z. Wahrscheinlichkeit. Verw. Gebiete 34 1976 129-134
11. Mardia K.V. Statistics of Directional Data 1972 Academic Press New York
12. Mardia K.V. Shape advances and future perspectives In: Mardia K.V. Gill C.A. (Eds.) Current Issues in Statistical Shape Analysis 1995 57-75 University of Leeds Press Leeds
13. Mardia K.V. Directional statistics and shape analysis J. Appl. Statist. 8 1999 949-957
14. McCullagh P. Möbius transformations and Cauchy parameter estimation Ann. Statist. 24 1996 787-808
15. Tyler D.E. Statistical analysis for the angular central Gaussian distributions on the sphere Biometrika 74 1987 579-589
16. Watson G.S. Statistics on Spheres 1983 Wiley New York