Goodness-of-fit for a concentrated von Mises-Fisher distribution

• Tipo: Artigo em Revista Científica Internacional
• Data: 2012

Autores

Adelaide Figueiredo (Autor) FEP

Revista

Título: Computational Statistics

Vol. 27

Páginas: 69-82

ISSN: 0943-4062

Editora: Springer Nature

Indexação

ISI Web of Knowledge - 7 Citações

ISI Web of Science

Scopus - 7 Citações

Econlit

Classificação Científica

FOS: Ciências exactas e naturais

Outras Informações

ID Authenticus: P-002-CWT

DOI: 10.1007/s00180-011-0238-4

Abstract (EN): The von Mises-Fisher distribution is widely used for modelling directional data. In this paper we propose goodness-of-fit methods for a concentrated von Mises-Fisher distribution and we analyse by simulation some questions concerning the application of these tests. We analyse the empirical power of the Kolmogorov-Smirnov test for several dimensions of the sphere, supposing as alternative hypothesis a mixture of two von Mises-Fisher distributions with known parameters. We also compare the empirical power of the Kolmogorov-Smirnov test with the Rao's score test for data on the sphere, supposing as alternative hypothesis, a mixture of two Fisher distributions with unknown parameters replaced by their maximum likelihood estimates or a 5-parameter Fisher-Bingham distribution. Finally, we give an example with real spherical data.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 14