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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2411.19205 |
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| _version_ | 1866917851202322432 |
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| author | Halaj, Katarina Klar, Bernhard Milošević, Bojana Veljović, Mirjana |
| author_facet | Halaj, Katarina Klar, Bernhard Milošević, Bojana Veljović, Mirjana |
| contents | We study a circular-circular multiplicative regression model, characterized by an angular error distribution assumed to be wrapped Cauchy. We propose a specification procedure for this model, focusing on adapting a recently proposed goodness-of-fit test for circular distributions. We derive its limiting properties and study the power performance of the test through extensive simulations, including the adaptation of some other well-known goodness-of-fit tests for this type of data. To emphasize the practical relevance of our methodology, we apply it to several small real-world datasets and wind direction measurements in the Black Forest region of southwestern Germany, demonstrating the power and versatility of the presented approach. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_19205 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On the application of Jammalamadaka-Jiménez Gamero-Meintanis test for circular regression model assessment Halaj, Katarina Klar, Bernhard Milošević, Bojana Veljović, Mirjana Methodology We study a circular-circular multiplicative regression model, characterized by an angular error distribution assumed to be wrapped Cauchy. We propose a specification procedure for this model, focusing on adapting a recently proposed goodness-of-fit test for circular distributions. We derive its limiting properties and study the power performance of the test through extensive simulations, including the adaptation of some other well-known goodness-of-fit tests for this type of data. To emphasize the practical relevance of our methodology, we apply it to several small real-world datasets and wind direction measurements in the Black Forest region of southwestern Germany, demonstrating the power and versatility of the presented approach. |
| title | On the application of Jammalamadaka-Jiménez Gamero-Meintanis test for circular regression model assessment |
| topic | Methodology |
| url | https://arxiv.org/abs/2411.19205 |