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arXiv · 2411.19205

On the application of Jammalamadaka-Jim\'enez Gamero-Meintanis test for circular regression model assessment

Katarina Halaj·Bernhard Klar·Bojana Milošević·Mirjana Veljović
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Abstract

We study a circular-circular multiplicative regression model, characterized by an angular error distribution assumed to be wrapped Cauchy. We propose a specification procedure for this model, focusing on adapting a recently proposed goodness-of-fit test for circular distributions. We derive its limiting properties and study the power performance of the test through extensive simulations, including the adaptation of some other well-known goodness-of-fit tests for this type of data. To emphasize the practical relevance of our methodology, we apply it to several small real-world datasets and wind direction measurements in the Black Forest region of southwestern Germany, demonstrating the power and versatility of the presented approach.

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Katarina Halaj, Bernhard Klar, Bojana Milošević, Mirjana Veljović. 2024-11-28. On the application of Jammalamadaka-Jim\'enez Gamero-Meintanis test for circular regression model assessment. https://arxiv.org/abs/2411.19205

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