Article ID Journal Published Year Pages File Type
1149882 Journal of Statistical Planning and Inference 2008 12 Pages PDF
Abstract

This paper discusses some stochastic models for dependence of observations which include angular ones. First, we provide a theorem which constructs four-dimensional distributions with specified bivariate marginals on certain manifolds such as two tori, cylinders or discs. Some properties of the submodel of the proposed models are investigated. The theorem is also applicable to the construction of a related Markov process, models for incomplete observations, and distributions with specified marginals on the disc. Second, two maximum entropy distributions on the cylinder are discussed. The circular marginal of each model is distributed as the generalized von Mises distribution which represents a symmetric or asymmetric, unimodal or bimodal shape. The proposed cylindrical model is applied to two data sets.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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