Bayesian Model Selection Between the von Mises and the Wrapped Stable Distributions for Circular Data

S. Rao Jammalamadaka (), R. Gatto () and D. Fouskakis ()
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S. Rao Jammalamadaka: University of California, Department of Statistics and Applied Probability
R. Gatto: University of Bern, Institute of Mathematical Statistics and Actuarial Science
D. Fouskakis: National Technical University of Athens, Department of Mathematics

A chapter in Directional and Multivariate Statistics, 2025, pp 131-145 from Springer

Abstract: Abstract Bayesian model selection between two of the most commonly used circular models, namely, the von Mises distribution and the Wrapped Symmetric $$\alpha $$ α -Stable distribution is considered here. Our approach is based on posterior model probabilities and the corresponding posterior model odds, which are functions of Bayes factors. Marginal likelihoods under the two models are estimated based on prior distributions for the parameters that occur in these two competing models. The proposed methodology is analyzed and assessed through an extensive simulation study and shown to perform very well.

Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-96-2004-3_7

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DOI: 10.1007/978-981-96-2004-3_7

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