On Maximum Likelihood Estimation of the Concentration Parameter of von Mises-Fisher Distributions
Maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions involves inverting the ratio R_nu = I_{nu+1} / I_nu of modified Bessel functions. Computational issues when using approximative or iterative methods were discussed in Tanabe et al. (Comput Stat 22(1):145-...
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| Format: | Others |
| Language: | en |
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WU Vienna University of Economics and Business
2012
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| Online Access: | http://epub.wu.ac.at/3669/1/Report120.pdf |