We introduce a simple procedure for obtaining robust estimates of the concentration parameter of the von Mises-Fisher distribution on the $q$-dimensional unit sphere. The procedure is based on the median deviation from a location parameter. Its influence function is derived and standardized bias robustness is proved. The asymptotic efficiency is calculated and an example is given.
Publié le : 1992-06-14
Classification:
Concentration parameter,
directional data,
robustness,
SB robustness,
von Mises-Fisher distribution,
62F35,
62F10,
62H12
@article{1176348663,
author = {Ko, Daijin},
title = {Robust Estimation of the Concentration Parameter of the Von Mises-Fisher Distribution},
journal = {Ann. Statist.},
volume = {20},
number = {1},
year = {1992},
pages = { 917-928},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348663}
}
Ko, Daijin. Robust Estimation of the Concentration Parameter of the Von Mises-Fisher Distribution. Ann. Statist., Tome 20 (1992) no. 1, pp. 917-928. http://gdmltest.u-ga.fr/item/1176348663/