On a class of circulas: copulas for circular distributions
DOI10.1007/S10463-014-0493-6zbMATH Open1440.62186OpenAlexW2142444334MaRDI QIDQ498048FDOQ498048
M. C. Jones, Arthur Pewsey, Shogo Kato
Publication date: 25 September 2015
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-014-0493-6
Probability distributions: general theory (60E05) Directional data; spatial statistics (62H11) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cited In (15)
- Copula-based segmentation of cylindrical time series
- Circular autocorrelation of stationary circular Markov processes
- Minimum information dependence modeling
- Smoothed circulas: nonparametric estimation of circular cumulative distribution functions and circulas
- Simple construction of a toroidal distribution from independent circular distributions
- Recent advances in directional statistics
- On formulas for the index of the circular distributions
- Models for circular data from time series spectra
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- Parametric bootstrap goodness-of-fit testing for Wehrly-Johnson bivariate circular distributions
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- Copulae on products of compact Riemannian manifolds
- Spatially homogeneous copulas
- Tractable circula densities from Fourier series
- Measures of goodness of fit obtained by almost-canonical transformations on Riemannian manifolds
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