Circular and Spherical Projected Cauchy Distributions

Michail Tsagris and Omar Alzeley

No 2305, Working Papers from University of Crete, Department of Economics

Abstract: Two new distributions are proposed: the circular projected and the spherical projected Cauchy distributions. A special case of the circular projected Cauchy coincides with the wrapped Cauchy distribution, and for this, a generalization is suggested that offers better fit via the inclusion of an extra parameter. For the spherical case, by imposing two conditions on the scatter matrix we end up with an elliptically symmetric distribution.

Keywords: Directional data; Cauchy distribution; projected distribution (search for similar items in EconPapers)
JEL-codes: C13 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2023-02-08
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