Saddlepoint approximations for some models of circular data

DOI10.1016/J.STAMET.2005.04.002MaRDI QIDQ713658zbMATH OpenOpenAlexFDO

Authors 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

power functionrandom walksconcentration parameterlocally most powerful testcircular normal distributionlarge deviation regionsnormal regionstest of uniformitywrapped symmetric \(\alpha\)-stable distributions

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3831150 (Why is no real title available?)
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• A Bootstrap Test for Circular Data
• A Conditional Saddlepoint Approximation for Testing Problems
• Inference for wrapped symmetric \(\alpha\)-stable circular models
• Multivariate Saddlepoint test for the wrapped normal model
• One-step saddlepoint approximations for quantiles
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint Approximations in Statistics
• Statistical Analysis of Circular Data
• The BIAS of the maximum likelihood estimators of the von mises-fisher concentration parameters
• The Pearson random walk with unequal step sizes
• The modified signed likelihood statistic and saddlepoint approximations
• Topics in circular statistics. With 1 IBM-PC floppy disk (3. 5 inch, HD)

Cited in

(4)

• 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
• Inference for wrapped symmetric \(\alpha\)-stable circular models
• Saddlepoint approximation to the distribution of the total distance of the von Mises-Fisher continuous time random walk

Describes a project that uses

Uses Software

• circular
• CircStats

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