Methods for improving estimators of truncated circular parameters

DOI10.3150/15-BEJ736zbMATH Open1397.62119arXiv1606.08151MaRDI QIDQ726749FDOQ726749

Authors: Kanika, Somesh Kumar 

Publication date: 14 July 2016

Published in: Bernoulli (Search for Journal in Brave)

Abstract: In decision theoretic estimation of parameters in Euclidean space $mathbb{R}^p$, the action space is chosen to be the convex closure of the estimand space. In this paper, the concept has been extended to the estimation of circular parameters of distributions having support as a circle, torus or cylinder. As directional distributions are of curved nature, existing methods for distributions with parameters taking values in $mathbb{R}^p$ are not immediately applicable here. A circle is the simplest one-dimensional Riemannian manifold. We employ concepts of convexity, projection, etc., on manifolds to develop sufficient conditions for inadmissibility of estimators for circular parameters. Further invariance under a compact group of transformations is introduced in the estimation problem and a complete class theorem for equivariant estimators is derived. This extends the results of Moors [J. Amer. Statist. Assoc. 76 (1981) 910-915] on $mathbb{R}^p$ to circles. The findings are of special interest to the case when a circular parameter is truncated. The results are implemented to a wide range of directional distributions to obtain improved estimators of circular parameters.

Full work available at URL: https://arxiv.org/abs/1606.08151

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zbMATH Keywords

directional datainvarianceprojectionconvexityadmissibilitydecision theoretic estimationtruncated estimation problem

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)

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Cited In (2)

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• Classes of improved estimators for parameters of a Pareto distribution

Uses Software

• CircStats
• circular

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