A class of goodness-of-fit tests for circular distributions based on trigonometric moments
Rao Jammalamadaka, Sreenivasa (University of California Santa Barbara. Department of Statistics and Applied Probability)
Jiménez-Gamero, María Dolores (Universidad de Sevilla. Departamento de Estadística e Investigación Operativa)
Meintanis, Simos G.

Fecha:	2019
Resumen:	We propose a class of goodness-of-fit test procedures for arbitrary parametric families of circular distributions with unknown parameters. The tests make use of the specific form of the characteristic function of the family being tested, and are shown to be consistent. We derive the asymptotic null distribution and suggest that the new method be implemented using a bootstrap resampling technique that approximates this distribution consistently. As an illustration, we then specialize this method to testing whether a given data set is from the von Mises distribution, a model that is commonly used and for which considerable theory has been developed. An extensive Monte Carlo study is carried out to compare the new tests with other existing omnibus tests for this model. An application involving five real data sets is provided in order to illustrate the new procedure.
Derechos:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Lengua:	Anglès
Documento:	Article ; recerca ; Versió publicada
Materia:	Goodness-of-fit ; Circular data ; Empirical characteristic function ; Maximum likelihood estimation ; Von mises distribution
Publicado en:	SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 317-336, ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/361425
DOI: 10.2436/20.8080.02.90

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