×

Spherical regression for concentrated Fisher-von Mises distributions. (English) Zbl 0669.62041

Spherical regression studies models which postulate that the unit vector v is equal to an unknown rotation P of the unit vector u “plus” an experimental error. The case where the experimental errors follow a Fisher-von Mises distribution with a large concentration parameter \(\kappa\) is considered. Asymptotic (\(\kappa\) \(\to \infty)\) inferential procedures for P are proposed when n, the sample size, is fixed. Diagnostic methods for spherical regression are suggested. The key for their derivation is the fact that spherical regression is “locally” identical to ordinary least squares regression.
The results are presented in an arbitrary dimension. For the three- dimensional case, asymptotic tests and confidence regions for the axis and the angle of P are obtained. The data from a plate tectonic analysis of the Gulf of Aden, presented by Cochran, illustrate the proposed methodology.

MSC:

62H15 Hypothesis testing in multivariate analysis
62J05 Linear regression; mixed models
62P99 Applications of statistics
62E20 Asymptotic distribution theory in statistics
PDFBibTeX XMLCite
Full Text: DOI