Saddlepoint approximations for some models of circular data

DOI10.1016/j.stamet.2005.04.002zbMath1248.62085OpenAlexW1987011382MaRDI QIDQ713658

Riccardo Gatto, Michael Mayer

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2005.04.002

zbMATH Keywords

random walkspower functionconcentration parameterlocally most powerful testcircular normal distributionlarge deviation regionsnormal regionstest of uniformitywrapped symmetric \(\alpha\)-stable distributions

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Sums of independent random variables; random walks (60G50) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

Saddlepoint approximations to the distribution of the total distance of the multivariate isotropic and von Mises-Fisher random walks ⋮ Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions

Uses Software

• CircStats
• circular

Cites Work

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• One-step saddlepoint approximations for quantiles
• Topics in Circular Statistics
• Statistical Analysis of Circular Data
• Saddle point approximation for the distribution of the sum of independent random variables
• The BIAS of the maximum likelihood estimators of the von mises-fisher concentration parameters
• The modified signed likelihood statistic and saddlepoint approximations
• Multivariate Saddlepoint test for the wrapped normal model
• A Conditional Saddlepoint Approximation for Testing Problems
• The Pearson random walk with unequal step sizes
• A Bootstrap Test for Circular Data
• Saddlepoint Approximations in Statistics

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