A semi-parametric model for circular data based on mixtures of beta distributions

José Antonio Carnicero

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

Abstract: This paper introduces a new, semi-parametric model for circular data, based on mixtures of shifted, scaled, beta (SSB) densities. This model is more general than the Bernstein polynomial density model which is well known to provide good approximations to any density with finite support and it is shown that, as for the Bernstein polynomial model, the trigonometric moments of the SSB mixture model can all be derived. Two methods of fitting the SSB mixture model are considered. Firstly, a classical, maximum likelihood approach for fitting mixtures of a given number of SSB components is introduced. The Bayesian information criterion is then used for model selection. Secondly, a Bayesian approach using Gibbs sampling is considered. In this case, the number of mixture components is selected via an appropriate deviance information criterion. Both approaches are illustrated with real data sets and the results are compared with those obtained using Bernstein polynomials and mixtures of von Mises distributions.

Keywords: Circular; data; Shifted; scaled; beta distribution; Mixture; models; Bernstein; polynomials (search for similar items in EconPapers)
Date: 2008-03
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:ws081305

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