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

• Type: Article in International Scientific Journal
• Date: 2012

Authors

Adelaide Figueiredo (Author) FEP

Journal

Title: Computational Statistics

Vol. 27

Pages: 69-82

ISSN: 0943-4062

Publisher: Springer Nature

Indexing

ISI Web of Knowledge - 7 Citations

ISI Web of Science

Scopus - 7 Citations

Econlit

Scientific classification

FOS: Natural sciences

Other information

Authenticus ID: 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.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 14