Estimation of a multivariate von Mises distribution for contaminated torus data
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866914363548368896 |
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| author | Bertagnolli, Giulia Greco, Luca Agostinelli, Claudio |
| author_facet | Bertagnolli, Giulia Greco, Luca Agostinelli, Claudio |
| contents | The occurrence of atypical circular observations on the torus can badly affect parameter estimation of the multivariate von Mises distribution. This paper addresses the problem of robust fitting of the multivariate von Mises model using the weighted likelihood methodology. The key ingredients are non-parametric density estimation for multivariate circular data and the definition of appropriate weighted estimating equations. Some theoretical properties are discussed. The finite sample behavior of the proposed weighted likelihood estimator has been investigated by Monte Carlo numerical studies and empirical applications. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_02333 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Estimation of a multivariate von Mises distribution for contaminated torus data Bertagnolli, Giulia Greco, Luca Agostinelli, Claudio Methodology The occurrence of atypical circular observations on the torus can badly affect parameter estimation of the multivariate von Mises distribution. This paper addresses the problem of robust fitting of the multivariate von Mises model using the weighted likelihood methodology. The key ingredients are non-parametric density estimation for multivariate circular data and the definition of appropriate weighted estimating equations. Some theoretical properties are discussed. The finite sample behavior of the proposed weighted likelihood estimator has been investigated by Monte Carlo numerical studies and empirical applications. |
| title | Estimation of a multivariate von Mises distribution for contaminated torus data |
| topic | Methodology |
| url | https://arxiv.org/abs/2412.02333 |