A tractable, parsimonious and flexible model for cylindrical data, with applications

Toshihiro Abe and Christophe Ley

Econometrics and Statistics, 2017, vol. 4, issue C, 91-104

Abstract: New cylindrical distributions are proposed by combining the sine-skewed von Mises distribution (circular part) with the Weibull distribution (linear part). This new model, the WeiSSVM, enjoys numerous advantages: simple normalizing constant and hence very tractable density, parameter-parsimony and interpretability, good circular–linear dependence structure, easy random number generation thanks to known marginal/conditional distributions, and flexibility illustrated via excellent fitting abilities. Inferential issues, such as independence testing, circular–linear respectively linear–circular regression, can easily be tackled with the new model, which is applied on two real data sets.

Keywords: Circular–linear data; Circular–linear regression; Distributions on the cylinder; Sine-skewed von Mises distribution; Weibull distribution (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecosta:v:4:y:2017:i:c:p:91-104

DOI: 10.1016/j.ecosta.2016.04.001

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