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Estimating the concentration of the Langevin distribution |
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| Authors: | Gilles R Ducharme Philip Milasevic |
| Abstract: | We propose an estimator of the concentration parameter of the Langevin distribution that is based on the spatial median. We derive its asymptotic distribution, compute its asymptotic efficiency, and show that it possesses some interesting stability properties under contamination. |
| Keywords: | Concentration parameter Langevin distribution directional data spatial median |