Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8919501 | Econometrics and Statistics | 2017 | 14 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Toshihiro Abe, Christophe Ley,