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We present canonical quantiles and depths for directional data following a distribution which is elliptically symmetric about a direction $\mu$ on the sphere $\mathcal{S}^{d-1}$. Our approach extends the concept of Ley et al. [1], which…

Statistics Theory · Mathematics 2022-10-13 Konstantin Hauch , Claudia Redenbach

Scattering transforms are a new type of summary statistics recently developed for the study of highly non-Gaussian processes, which have been shown to be very promising for astrophysical studies. In particular, they allow one to build…

Instrumentation and Methods for Astrophysics · Physics 2024-07-12 Louise Mousset , Erwan Allys , Matthew A. Price , Jonathan Aumont , Jean-Marc Delouis , Ludovic Montier , Jason D. McEwen

The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simple requirements are satisfied. Intense…

Probability · Mathematics 2010-12-22 Adelchi Azzalini , Giuliana Regoli

A flexible model is developed for multivariate generalized spherical distributions, i.e. ones with level sets that are star shaped. To work in dimension above 2 requires tools from computational geometry and multivariate numerical…

Computation · Statistics 2015-10-26 John P Nolan

This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

Statistics Theory · Mathematics 2017-10-05 Alfredo Alegría , Sandra Caro , Moreno Bevilacqua , Emilio Porcu , Jorge Clarke

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Angle halving, or alternatively the reverse operation of angle doubling, is a useful tool when studying directional distributions. It is especially useful on the circle where, in particular, it yields an identification between the wrapped…

Statistics Theory · Mathematics 2022-02-25 John T. Kent

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino

Time series on the unit n-sphere arise in directional statistics, compositional data analysis, and many scientific fields. There are few models for such data, and the ones that exist suffer from several limitations: they are often…

Methodology · Statistics 2024-08-06 John Zito , Daniel Kowal

We propose a family of four-parameter distributions that contain the K-distribution as special case. The family is derived as a mixture distribution that uses the three-parameter reflected Gamma distribution as parental and the…

Statistics Theory · Mathematics 2021-07-09 Stylianos E. Trevlakis , Nestor D. Chatzidiamantis , George K. Karagiannidis

In this paper, we propose a modification to the density approach to Stein's method for intervals for the unit circle $\mathbb{S}^1$ which is motivated by the differing geometry of $\mathbb{S}^1$ to Euclidean space. We provide an upper bound…

Probability · Mathematics 2021-05-28 Alexander Lewis

The technique of wrapping of a univariate probability distribution is very effective in getting a circular form of the underlying density. In this article, we introduce the circular (wrapped) version of xgamma distribution and study its…

Methodology · Statistics 2019-03-04 Hazem Al-Mofleh , Subhradev Sen

We propose a new class of space-filling designs called rotated sphere packing designs for computer experiments. The approach starts from the asymptotically optimal positioning of identical balls that covers the unit cube. Properly scaled,…

Methodology · Statistics 2016-08-15 Xu He

In this paper optimal designs for regression problems with spherical predictors of arbitrary dimension are considered. Our work is motivated by applications in material sciences, where crystallographic textures such as the missorientation…

Statistics Theory · Mathematics 2017-10-31 Holger Dette , Maria Konstantinou , Kirsten Schorning , Josua Gösmann

In this paper, we introduce a new approach to generate flexible parametric families of distributions. These models arise on competitive and complementary risks scenario, in which the lifetime associated with a particular risk is not…

Applications · Statistics 2018-05-22 Pedro L. Ramos , Dipak K. Dey , Francisco Louzada , Victor H. Lachos

For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specifically the wrapped normal distribution and the von Mises…

Systems and Control · Computer Science 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then…

Statistics Theory · Mathematics 2009-03-18 Jose A. Diaz-Garcia , R. Gutierrez-Jaimez

The Mat{\'e}rn family of isotropic covariance functions has been central to the theoretical development and application of statistical models for geospatial data. For global data defined over the whole sphere representing planet Earth, the…

Methodology · Statistics 2021-01-15 Alfredo Alegría , Francisco Cuevas-Pacheco , Peter Diggle , Emilio Porcu

The Cauchy-Rayleigh (CR) distribution has been successfully used to describe asymmetric and heavy-tail events from radar imagery. Employing such model to describe lifetime data may then seem attractive, but some drawbacks arise: its…

Statistics Theory · Mathematics 2017-06-14 Thiago VedoVatto , Abraao David Costa do Nascimento