Predictive inference for directional data

Predictive density for a future observation is derived when the given data comes from circular or spherical distributions. Model robustness of these predictive densities for the circular case is exhibited. Predictive intervals corresponding to the highest density regions are derived and an example is given.

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Year of publication:	1998
Authors:	Rao Jammalamadaka, S. ; SenGupta, Ashis
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 40.1998, 3, p. 247-257
Publisher:	Elsevier
Keywords:	Bessel functions Circular normal distribution Predictive density von Mises Fisher distribution Symmetric wrapped stable family

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074636