A general approach for obtaining wrapped circular distributions via mixtures
DOI10.1007/S13171-017-0096-4zbMATH Open1366.62105OpenAlexW2605189531MaRDI QIDQ2364053FDOQ2364053
Authors: Tomasz J. Kozubowski, Sreenivasa Rao Jammalamadaka 
Publication date: 17 July 2017
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/5r7521z5
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Cites Work
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- Brownian–Laplace Motion and Its Use in Financial Modelling
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- Title not available (Why is that?)
- Two nested families of skew-symmetric circular distributions
- THE WRAPPED t FAMILY OF CIRCULAR DISTRIBUTIONS
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- On Wrapped Version of Some Life Testing Models
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Cited In (8)
- Finite Mixtures of Multivariate Wrapped Normal Distributions for Model Based Clustering of p -Torus Data
- Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations
- THE WRAPPED t FAMILY OF CIRCULAR DISTRIBUTIONS
- The wrapped gamma distribution and wrapped sums and linear combinations of independent gamma and Laplace distributions
- Title not available (Why is that?)
- Emergence of the wrapped Cauchy distribution in mixed directional data
- A cylindrical distribution with heavy-tailed linear part
- Bivariate and multivariate circular distributions by mixtures
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