Academic Journal
A class of goodness-of-fit tests for circular distributions based on trigonometric moments
| Title: | A class of goodness-of-fit tests for circular distributions based on trigonometric moments |
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| Authors: | Rao Jammalamadaka, Sreenivasa, Jiménez-Gamero, M. Dolores, Meintanis, Simos G. |
| Contributors: | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa, 21262977 - Meintanis, Simos George |
| Source: | Dipòsit Digital de Documents de la UAB Universitat Autònoma de Barcelona UPCommons. Portal del coneixement obert de la UPC Universitat Politècnica de Catalunya (UPC) idUS. Depósito de Investigación de la Universidad de Sevilla Universidad de Sevilla (US) SORT-Statistics and Operations Research Transactions; 2019: Vol.: 43 Núm.: 2 July-December; 317–336 oai:raco.cat:article/361425 Repositori Institucional de la Universitat Rovira i Virgili Universitat Rovira i virgili (URV) SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS, vol 43, iss 2 |
| Publisher Information: | Institut d'Estadística de Catalunya, 2019. |
| Publication Year: | 2019 |
| Subject Terms: | Estadística matemàtica, von Mises distribution, Circular data, Von mises distribution, Statistics, Classificació AMS::62 Statistics::62H Multivariate analysis, 62 Statistics::62H Multivariate analysis [Classificació AMS], Von Mises distribution, Goodness-of-fit, Maximum likelihood estimation, 62 Statistics::62G Nonparametric inference [Classificació AMS], Empirical characteristic function, Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC], Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica, Classificació AMS::62 Statistics::62G Nonparametric inference |
| Description: | We propose a class of goodness–of–fit test procedures for arbitrary parametric families of circular distributions with unknown parameters. The tests make use of the specific form of the characteristic function of the family being tested, and are shown to be consistent. We derive the asymptotic null distribution and suggest that the new method be implemented using a bootstrap resampling technique that approximates this distribution consistently. As an illustration, we then specialize this method to testing whether a given data set is from the von Mises distribution, a model that is commonly used and for which considerable theory has been developed. An extensive Monte Carlo study is carried out to compare the new tests with other existing omnibus tests for this model. An application involving five real data sets is provided in order to illustrate the new procedure. |
| Document Type: | Article |
| File Description: | application/pdf; application/zip |
| Language: | English |
| DOI: | 10.2436/20.8080.02.37 |
| DOI: | 10.2436/20.8080.02.90 |
| Access URL: | https://ddd.uab.cat/record/218272 https://hdl.handle.net/2117/362069 https://hdl.handle.net/11441/138252 http://hdl.handle.net/2117/362069 http://hdl.handle.net/20.500.11797/RP4694 https://dialnet.unirioja.es/servlet/articulo?codigo=7214094 https://repository.nwu.ac.za/handle/10394/34336 https://escholarship.org/uc/item/0c188050 https://escholarship.org/content/qt0c188050/qt0c188050.pdf?t=qdtf2k https://hdl.handle.net/10394/34336 https://www.idescat.cat/sort/sort401/40.1.5.novoa-jimenez.pdf https://pergamos.lib.uoa.gr/uoa/dl/object/2978920 https://idus.us.es/handle//11441/138252 https://escholarship.org/uc/item/0c188050 |
| Rights: | CC BY NC ND |
| Accession Number: | edsair.dedup.wf.002..7278625ee01ede6a75ef8417a9cd24a6 |
| Database: | OpenAIRE |
| DOI: | 10.2436/20.8080.02.37 |
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