On the Bingham distribution with large dimension

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.

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Bibliographic Details
Published inJournal of multivariate analysis Vol. 124; pp. 345 - 352
Main Authors Kume, A., Walker, S.G.
Format Journal Article
LanguageEnglish
Published New York Elsevier Inc 01.02.2014
Taylor & Francis LLC
Subjects
Bingham distribution
Comparative analysis
Dirichlet distribution
Expansion
Measurement errors
Mixture model
Probability distribution
Series expansion
Studies
Bingham distribution
Mixture model
Series expansion
62H11
60E05
Dirichlet distribution
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Summary: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.
ISSN:0047-259X
1095-7243
DOI:10.1016/j.jmva.2013.10.023