Some computational aspects of the generalized von Mises distribution

Riccardo Gatto

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Some computational aspects of the generalized von Mises distribution

机译：广义von Mises分布的一些计算方面

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This article deals with some important computational aspects of the generalized von Mises distribution in relation with parameter estimation, model selection and simulation. The generalized von Mises distribution provides a flexible model for circular data allowing for symmetry, asymmetry, unimodality and bimodality. For this model, we show the equivalence between the trigonometric method of moments and the maximum likelihood estimators, we give their asymptotic distribution, we provide bias-corrected estimators of the entropy, the Akaike information criterion and the measured entropy for model selection, and we implement the ratio-of-uniforms method of simulation.

机译：本文讨论了与参数估计，模型选择和仿真有关的广义von Mises分布的一些重要计算方面。广义的von Mises分布为圆形数据提供了灵活的模型，允许对称，不对称，单峰和双峰。对于这个模型，我们展示了矩的三角法和最大似然估计之间的等价关系，给出了它们的渐近分布，为模型选择提供了熵，Akaike信息准则和测得的熵的经偏差校正的估计，实施仿真的均比比方法。

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《Statistics and computing》 |2008年第3期|p.321-331|共11页
作者
Riccardo Gatto;
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作者单位

Institute of Mathematical Statistics and Actuarial Science, University of Bern, Alpeneggstrasse 22, 3012 Bern, Switzerland;

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原文格式 PDF
正文语种 eng
中图分类统计学;
关键词
circular distribution; akaike information criterion; efficient score; entropy; fisher information; fourier series; kullback-leibler information; maximum likelihood estimator; mixture distribution; ratio-of-uniforms method; trigonometric method of moments;

机译：圆形分布;akaike信息准则;有效得分;熵;费舍尔信息;傅立叶级数;kullback-leibler信息;最大似然估计器;混合分布;均匀比率法;矩矩法;

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1. Classes of Geometrically Generalized Von Mises Distributions [J] . Thomas Dietrich, Wolf-Dieter Richter The Indian Journal of Statistics . 2017,第1期

机译：几何广义Von Mises分布的类
2. On von Mises type conditions for p-max stable laws, rates of convergence and generalized log Pareto distributions [J] . Ravi S., Praveena A.S. Journal of Statistical Planning and Inference . 2011,第9期

机译：关于p-max稳定定律的von Mises类型条件，收敛速度和广义对数Pareto分布
3. Correction:Generalized Cramer-von Mises goodness-of-fit tests for multivariate distributions (vol 53, pg 3817, 2009) [J] . Chiu SN, Liu KI Computational statistics & data analysis . 2010,第2期

机译：校正：针对多元分布的广义Cramer-von Mises拟合优度检验（第53卷，第3817页，2009年）
4. Simulation of geometrically generalized von Mises distributions [C] . Wolf-Dieter Richter International Conference on Information Fusion . 2017

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5. Cramer-von Mises statistics for discrete distributions [D] . Spinelli, John Joseph. 1994

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6. A Hybrid Markov Chain–von Mises Density Model for the Drug-Dosing Interval and Drug Holiday Distributions [O] . Kelly Fellows, Vivian Rodriguez-Cruz, Jenna Covelli, 2015

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7. Some computational aspects of the generalized von Mises distribution [O] . Gatto, Riccardo 2008

机译：广义von Mises分布的一些计算方面
8. The Theory of Concentrated Fisher-Von Mises Distributions [R] . Watson, G. S. 1981

机译：集中Fisher-Von mises分布理论

Some computational aspects of the generalized von Mises distribution

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