On the Bingham distribution with large dimension

被引：7
|
作者：
Kume, A. [1 ]
Walker, S. G.
机构：
[1] Univ Kent, Inst Math Stat & Actuarial Sci, Canterbury CT2 7NF, Kent, England
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2014年 / 124卷
关键词：
Bingham distribution; Dirichlet distribution; Mixture model; Series expansion;
D O I：
10.1016/j.jmva.2013.10.023
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we investigate the Bingham distribution when the dimension p is large. Our approach is to use a series expansion of the distribution from which truncation points can be determined yielding particular errors. A point of comparison with the approach of Dryden (2005) is highlighted. (C) 2013 Published by Elsevier Inc.
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页码：345 / 352
页数：8
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