Saddlepoint approximations for the normalizing constant of
Fisher–Bingham distributions on products of spheres and
Stiefel manifolds

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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...

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Bibliographic Details
Main Authors:	Kume, A., Preston, S.P., Wood, Andrew T.A.
Format:	Article
Published:	Oxford University Press 2013
Online Access:	https://eprints.nottingham.ac.uk/2446/

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