On the Bingham distribution with large dimension

A. Kume and S.G. Walker

Journal of Multivariate Analysis, 2014, vol. 124, issue C, 345-352

Abstract: 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.

Keywords: Bingham distribution; Dirichlet distribution; Mixture model; Series expansion (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.jmva.2013.10.023

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