Spherical regression for concentrated Fisher-von Mises distributions (Q1118939)

Spherical regression studies models which postulate that the unit vector v is equal to an unknown rotation P of the unit vector u ``plus'' an experimental error. The case where the experimental errors follow a Fisher-von Mises distribution with a large concentration parameter \(\kappa\) is considered. Asymptotic (\(\kappa\) \(\to \infty)\) inferential procedures for P are proposed when n, the sample size, is fixed. Diagnostic methods for spherical regression are suggested. The key for their derivation is the fact that spherical regression is ``locally'' identical to ordinary least squares regression. The results are presented in an arbitrary dimension. For the three- dimensional case, asymptotic tests and confidence regions for the axis and the angle of P are obtained. The data from a plate tectonic analysis of the Gulf of Aden, presented by Cochran, illustrate the proposed methodology.