Article ID Journal Published Year Pages File Type
8919501 Econometrics and Statistics 2017 14 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
, ,