IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-031-61853-6_30.html
   My bibliography  Save this book chapter

Semiparametric Empirical Likelihood for Circular Distributions

In: Recent Advances in Econometrics and Statistics

Author

Listed:
  • Yan Liu

    (Waseda University)

  • Lan Wu

    (Waseda University)

  • Masanobu Taniguchi

    (Waseda University)

Abstract

A new family of circular distributions has been proposed as circular distributions generated from general spectral densities of time series models. These circular models have shown promising potential for analyzing and interpreting circular data. However, a significant challenge arises in the statistical inference for those circular data due to the loss of explicit forms associated with the normalizing constants in these circular models. We consider the empirical likelihood for data coming from these circular distributions. The proposed empirical likelihood ratio test has a chi-squared limiting distribution. The theoretical results are illustrated by numerical simulations and real data analysis.

Suggested Citation

  • Yan Liu & Lan Wu & Masanobu Taniguchi, 2024. "Semiparametric Empirical Likelihood for Circular Distributions," Springer Books, in: Matteo Barigozzi & Siegfried Hörmann & Davy Paindaveine (ed.), Recent Advances in Econometrics and Statistics, pages 597-618, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-61853-6_30
    DOI: 10.1007/978-3-031-61853-6_30
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-031-61853-6_30. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.