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A semi-parametric model for circular data based on mixtures of beta distributions

Listed author(s):
  • Wiper, Michael P.
  • Carnicero, José Antonio
Registered author(s):

    This paper introduces a new, semi-parametric model for circular data, based on mixtures of shifted, scaled, beta (SSB) densities. This model is more general than the Bernstein polynomial density model which is well known to provide good approximations to any density with finite support and it is shown that, as for the Bernstein polynomial model, the trigonometric moments of the SSB mixture model can all be derived. Two methods of fitting the SSB mixture model are considered. Firstly, a classical, maximum likelihood approach for fitting mixtures of a given number of SSB components is introduced. The Bayesian information criterion is then used for model selection. Secondly, a Bayesian approach using Gibbs sampling is considered. In this case, the number of mixture components is selected via an appropriate deviance information criterion. Both approaches are illustrated with real data sets and the results are compared with those obtained using Bernstein polynomials and mixtures of von Mises distributions.

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    Paper provided by Universidad Carlos III de Madrid. Departamento de Estadística in its series DES - Working Papers. Statistics and Econometrics. WS with number ws081305.

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    Date of creation: Mar 2008
    Handle: RePEc:cte:wsrepe:ws081305
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    1. J. J. Fernández-Durán, 2004. "Circular Distributions Based on Nonnegative Trigonometric Sums," Biometrics, The International Biometric Society, vol. 60(2), pages 499-503, 06.
    2. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika van der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639.
    3. José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, EconWPA.
    4. A. Mooney, Jennifer & Helms, Peter J. & Jolliffe, Ian T., 2003. "Fitting mixtures of von Mises distributions: a case study involving sudden infant death syndrome," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 505-513, January.
    5. Sonia Petrone & Larry Wasserman, 2002. "Consistency of Bernstein polynomial posteriors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(1), pages 79-100.
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