Higher-order central moments of matrix Fisher distribution on SO(3)

被引：2
|
作者：
Wang, Weixin [1 ]
Lee, Taeyoung [1 ]
机构：
[1] George Washington Univ, 800 22nd ST NW, Washington, DC 20052 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2021年 / 169卷
关键词：
Matrix Fisher distribution; Moment; SO(3);
D O I：
10.1016/j.spl.2020.108983
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper presents an iterative formulation to compute the central moments of the matrix Fisher distribution on the three dimensional special orthogonal group up to an arbitrary order. (C) 2020 Elsevier B.V. All rights reserved.
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