Robust Minimum Divergence Estimation for the Multinomial Circular Logistic Regression Model

被引:0
|
作者
Castilla, Elena [1 ]
Ghosh, Abhik [2 ]
机构
[1] Rey Juan Carlos Univ, Dept Matemat Aplicada, Mostoles Campus, Madrid 28933, Spain
[2] Indian Stat Inst, Kolkata 700108, India
关键词
circular regression; robust estimation; density power divergence; DENSITY POWER DIVERGENCE; DISTRIBUTIONS;
D O I
10.3390/e25101422
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Circular data are extremely important in many different contexts of natural and social science, from forestry to sociology, among many others. Since the usual inference procedures based on the maximum likelihood principle are known to be extremely non-robust in the presence of possible data contamination, in this paper, we develop robust estimators for the general class of multinomial circular logistic regression models involving multiple circular covariates. Particularly, we extend the popular density-power-divergence-based estimation approach for this particular set-up and study the asymptotic properties of the resulting estimators. The robustness of the proposed estimators is illustrated through extensive simulation studies and few important real data examples from forest science and meteorology.
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页数:16
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