Some computational aspects of the generalized von Mises distribution

Authors:
Riccardo Gatto
Affiliations:
Institute of Mathematical Statistics and Actuarial Science, University of Bern, Bern, Switzerland 3012
Venue:
Statistics and Computing
Year:
2008

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Abstract

This article deals with some important computational aspects of the generalized von Mises distribution in relation with parameter estimation, model selection and simulation. The generalized von Mises distribution provides a flexible model for circular data allowing for symmetry, asymmetry, unimodality and bimodality. For this model, we show the equivalence between the trigonometric method of moments and the maximum likelihood estimators, we give their asymptotic distribution, we provide bias-corrected estimators of the entropy, the Akaike information criterion and the measured entropy for model selection, and we implement the ratio-of-uniforms method of simulation.