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

Title
Goodness-of-fit for a concentrated von Mises-Fisher distribution
Type
Article in International Scientific Journal
Year
2012
Journal
Vol. 27
Pages: 69-82
ISSN: 0943-4062
Publisher: Springer Nature
Indexing
Publicação em ISI Web of Science ISI Web of Science
Econlit
Scientific classification
FOS: Natural sciences
Other information
Authenticus ID: P-002-CWT
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.
Language: English
Type (Professor's evaluation): Scientific
No. of pages: 14
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