Name
Abstract | ||
|---|---|---|
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. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1007/s11222-008-9060-4 | Statistics and Computing |
Keywords | Field | DocType |
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 estimator | Unimodality,Mathematical optimization,Akaike information criterion,Cramér–von Mises criterion,von Mises distribution,Model selection,V-statistic,Statistics,Mathematics,Asymptotic distribution,Maximum entropy probability distribution | Journal |
Volume | Issue | ISSN |
18 | 3 | 0960-3174 |
Citations | PageRank | References |
4 | 0.97 | 0 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Riccardo Gatto | 1 | 12 | 5.65 |