Modified score functions for von Mises regressions

被引:0
|
作者
Lemonte, Artur J. [1 ]
机构
[1] Univ Fed Rio Grande do Norte, Dept Estat, Natal, RN, Brazil
关键词
Bias reduction; Circular data; Directional data; Maximum likelihood estimation; KERNEL DENSITY-ESTIMATION; BIAS REDUCTION; MODEL;
D O I
10.1016/j.apm.2024.02.032
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
We derive and evaluate a novel estimation approach for the von Mises regression model based on a modified score function whose solution ensures an estimator with a smaller asymptotic bias than the original maximum likelihood estimator. We consider Monte Carlo simulation experiments to show that the new estimation approach yields nearly unbiased estimates. An application to real data is also considered for illustrative purposes.
引用
收藏
页码:43 / 50
页数:8
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