×

On median-type estimators of direction for the von Mises-Fisher distribution. (English) Zbl 0795.62053

Summary: We study three median-type estimators of direction: the normalized spatial median, \(L_ 1\)-estimator on the sphere and spherical median. Their asymptotic distributions, efficiencies, influence functions and sensitivities are given at the von Mises-Fisher model. A simulation study is also carried out to compare their finite sample performance in terms of mean squared errors. We conclude that overall the normalized spatial median is the preferred estimator.

MSC:

62H11 Directional data; spatial statistics
62H12 Estimation in multivariate analysis
62F12 Asymptotic properties of parametric estimators

Software:

ESTIMA
PDFBibTeX XMLCite