Behavior of the Fréchet mean and Central Limit Theorems on spheres

Abstract

We compute higher derivatives of the Fréchet function on spheres with an absolutely continuous and rotationally symmetric probability distribution. Consequences include (i) a practical condition to test if the mode of the symmetric distribution is a local Fréchet mean; (ii) a central limit theorem on spheres with practical assumptions and an explicit limiting distribution; and (iii) an answer to the question of whether the smeary effect can occur on spheres with absolutely continuous and rotationally symmetric distributions: with the method presented here, it can in dimension at least 4.