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Estimation of parameters in multivariate wrapped models for data on a p-torus

Author

Listed:
  • Anahita Nodehi

    (Tarbiat Modares University)

  • Mousa Golalizadeh

    (Tarbiat Modares University
    Institute for Research in Fundamental Sciences (IPM))

  • Mehdi Maadooliat

    (Marquette University)

  • Claudio Agostinelli

    (University of Trento)

Abstract

Multivariate circular observations, i.e. points on a torus arise frequently in fields where instruments such as compass, protractor, weather vane, sextant or theodolite are used. Multivariate wrapped models are often appropriate to describe data points scattered on p-dimensional torus. However, the statistical inference based on such models is quite complicated since each contribution in the log-likelihood function involves an infinite sum of indices in $${\mathbb {Z}}^p$$ Z p , where p is the dimension of the data. To overcome this problem, for moderate dimension p, we propose two estimation procedures based on Expectation-Maximisation and Classification Expectation-Maximisation algorithms. We study the performance of the proposed techniques on a Monte Carlo simulation and further illustrate the advantages of the new procedures on three real-world data sets.

Suggested Citation

  • Anahita Nodehi & Mousa Golalizadeh & Mehdi Maadooliat & Claudio Agostinelli, 2021. "Estimation of parameters in multivariate wrapped models for data on a p-torus," Computational Statistics, Springer, vol. 36(1), pages 193-215, March.
    • Handle: RePEc:spr:compst:v:36:y:2021:i:1:d:10.1007_s00180-020-01006-x
    DOI: 10.1007/s00180-020-01006-x
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    References listed on IDEAS

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    1. Claudio Agostinelli & Andy Leung & Victor Yohai & Ruben Zamar, 2015. "Rejoinder on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 484-488, September.
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    3. Agostinelli, Claudio, 2007. "Robust estimation for circular data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5867-5875, August.
    4. Claudio Agostinelli & Andy Leung & Victor Yohai & Ruben Zamar, 2015. "Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 441-461, September.
    5. Celeux, Gilles & Govaert, Gerard, 1992. "A classification EM algorithm for clustering and two stochastic versions," Computational Statistics & Data Analysis, Elsevier, vol. 14(3), pages 315-332, October.
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