Saddlepoint approximations for the normalizing constant of Fisher–Bingham distributions on products of spheres and Stiefel manifolds
In an earlier paper Kume & Wood (2005) showed how the normalizing constant of the Fisher– Bingham distribution on a sphere can be approximated with high accuracy using a univariate saddlepoint density approximation. In this sequel, we extend the approach to a more general setting and derive s...
| Main Authors: | , , |
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| Format: | Article |
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Oxford University Press
2013
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| Online Access: | https://eprints.nottingham.ac.uk/2446/ |