Statistical inference on the circle may strongly depend on the chosen reference system. Here, we introduce necessary and sucient conditions to avoid inferential problems and misinterpretation of parameter estimates for any circular distribution. The construction of invariant distributions, with respect to the reference system, is discussed by introducing specic properties. Numerical examples on articial and real data are presented to corroborate and illustrate theoretical results.
Invariance properties and statistical inference for circular data / Mastrantonio, Gianluca; JONA LASINIO, Giovanna; Maruotti, Antonello; Calise, Gianfranco. - In: STATISTICA SINICA. - ISSN 1017-0405. - (2017), pp. 1-30. [10.5705/ss.202016.0067]
Invariance properties and statistical inference for circular data
Mastrantonio Gianluca;Lasinio Giovanna Jona;Maruotti Antonello;Calise Gianfranco
2017
Abstract
Statistical inference on the circle may strongly depend on the chosen reference system. Here, we introduce necessary and sucient conditions to avoid inferential problems and misinterpretation of parameter estimates for any circular distribution. The construction of invariant distributions, with respect to the reference system, is discussed by introducing specic properties. Numerical examples on articial and real data are presented to corroborate and illustrate theoretical results.File | Dimensione | Formato | |
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