PROJECTED MULTIVARIATE LINEAR-MODELS FOR DIRECTIONAL-DATA

Citation
B. Presnell et al., PROJECTED MULTIVARIATE LINEAR-MODELS FOR DIRECTIONAL-DATA, Journal of the American Statistical Association, 93(443), 1998, pp. 1068-1077
Citations number
16
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Volume
93
Issue
443
Year of publication
1998
Pages
1068 - 1077
Database
ISI
SICI code
Abstract
We introduce the spherically projected multivariate linear modal for d irectional data. This model treats directional observations as project ions onto the unit sphere of unobserved responses from a multivariate linear model. Focusing on the important case of circular data, we show that maximum likelihood estimates for the model are readily computed using iterative methods, in sharp contrast with competing approaches. Examples are given to demonstrate the resulting methodology in realist ic applications.