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面向方向数据的投影多元线性模型

Projected Multivariate Linear Models for Directional Data

Journal of the American Statistical Association · 1998
被引 20
ABS 4

中文导读

提出一种球面投影多元线性模型,将方向观测视为多元线性模型未观测响应的单位球面投影,针对圆形数据可用迭代法快速计算最大似然估计,优于现有方法。

Abstract

Abstract We introduce the spherically projected multivariate linear model for directional data. This model treats directional observations as projections onto the unit sphere of unobserved responses from a multivariate linear model. Focusing on the important case of circular data, we show that maximum likelihood estimates for the model are readily computed using iterative methods, in sharp contrast with competing approaches. Examples are given to demonstrate the resulting methodology in realistic applications.

多元统计方向数据线性模型计量经济学