The multivariate Watson distribution: Maximum-likelihood estimation and other aspects
نویسندگان
چکیده
منابع مشابه
The multivariate Watson distribution: Maximum-likelihood estimation and other aspects
This paper studies fundamental aspects of modelling data using multivariate Watson distributions. Although these distributions are natural for modelling axially symmetric data (i.e., unit vectors where ±x are equivalent), for high-dimensions using them can be difficult—largely because for Watson distributions even basic tasks such as maximumlikelihood are numerically challenging. To tackle the ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2013
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2012.08.010