On best equivariance and admissibility of simultaneous MLE for mean direction vectors of several Langevin distributions

Annals of the Institute of Statistical Mathematics

Volumn 50, Issue 4, 1998, Pages 715-727

  Sengupta, Ashis ^a,b   Maitra, Ranjan ^c,d  

^a INDIAN STATISTICAL INSTITUTE   (India)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF WASHINGTON   (United States)

^d UNIVERSITY OF MARYLAND   (United States)

Author keywords

Admissibility of estimators; Bayes estimators; Best equivariant estimator; Langevin distribution; Mean direction vector; Stein effect

Indexed keywords

EID: 7844232936     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003712930390     Document Type: Article

References (10)

1. Amari, S. (1985). Differential Geometric Methods in Statistics, Springer, New York.
2. Bagchi, P and Guttman, I. (1988). Theoretical considerations of the multivariate vonMises-Fisher distribution, J. Appld. Statist., 15, 149-169.
3. Brown, L. D. (1986). Fundamentals of Statistical Exponential Families, Lecture Notes, 9, Inst. Math. Statist., California.
4. Ferguson, T. S. (1967). Mathematical Statistics: A Decision Theoretic Approach, Academic Press, New York.
5. Jupp, P. E. and Mardia, K. V. (1979). Maximum likelihood estimators for the matrix vonMisesFisher and Bingham distributions. Ann. Statist., 7, 599-606.
6. Kariya, T. (1989). Equivariant estimation in a model with an ancillary statistic, Ann. Statist., 17, 920-928.
7. Mardia, K. V. (1972). Statistics of Directional Data, Academic Press, New York.
8. SenGupta, A. and Maitra, R. (1994). Admissibility of Simultaneous MLE for mean direction vectors of several Langevin distributions, Tech. Report, No. 270, Department of Statistics and Applied Probability, University of California-Santa Barbara.
9. Watson, G. S. (1986). Some estimation theory on the sphere, Ann. Inst. Statist. Math., 38, 263-275.
10. Zhong, J. (1992). Some contributions to the spherical regression model, Ph.D. Thesis, Department of Statistics, University of Kentucky-Lexington.