B. Presnell et al., PROJECTED MULTIVARIATE LINEAR-MODELS FOR DIRECTIONAL-DATA, Journal of the American Statistical Association, 93(443), 1998, pp. 1068-1077
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.