A Bootstrap Test for Circular Data

DOI10.1080/03610920500440057zbMath1084.62039OpenAlexW2137796049MaRDI QIDQ5201489

Riccardo Gatto

Publication date: 19 April 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500440057

zbMATH Keywords

saddlepoint approximation\(M\)-estimatorexponential tilt\(P\)-valuetrigonometric method of moments estimatorwrapped symmetric \(\alpha\)-stable distribution

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (3)

Recent advances in directional statistics ⋮ Multivariate saddlepoint tests on the mean direction of the von Mises-Fisher distribution ⋮ Saddlepoint approximations for some models of circular data

Uses Software

• CircStats
• circular
• bootstrap
• bootlib

Cites Work

• Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
• Statistical Analysis of Circular Data
• Empirical likelihood ratio confidence intervals for a single functional
• Censored Data and the Bootstrap
• Improved Pivotal Methods for Constructing Confidence Regions With Directional Data
• Multivariate Saddlepoint test for the wrapped normal model
• The bootstrap and Edgeworth expansion
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