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Circular and Spherical Projected Cauchy Distributions

Author

Listed:
  • Michail Tsagris
  • Omar Alzeley

Abstract

Two new distributions are proposed: the circular projected and the spherical projected Cauchy distributions. A special case of the circular projected Cauchy coincides with the wrapped Cauchy distribution, and for this, a generalization is suggested that offers better fit via the inclusion of an extra parameter. For the spherical case, by imposing two conditions on the scatter matrix we end up with an elliptically symmetric distribution.

Suggested Citation

  • Michail Tsagris & Omar Alzeley, 2023. "Circular and Spherical Projected Cauchy Distributions," Working Papers 2305, University of Crete, Department of Economics.
    • Handle: RePEc:crt:wpaper:2305
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    File URL: https://economics.soc.uoc.gr/wpa/docs/2305.pdf
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    More about this item

    Keywords

    Directional data; Cauchy distribution; projected distribution;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

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