arXiv subjects

Toshihiro Abe

Publications and source records attributed to Toshihiro Abe.

3 recordsLinked to original sources

arXiv2024

An extension of sine-skewed circular distributions

Sine-skewed circular distributions are identifiable and have easily-computable trigonometric moments and a simple random number generation algorithm, whereas they are known to have relatively low levels of asymmetry. This study proposes a new family of circular distributions that can be skewed more significantly than that of existing models. It is shown that a subfamily of the proposed distributions is identifiable with respect to parameters and all distributions in the subfamily have explicit trigonometric moments and a simple random number generation algorithm. The maximum likelihood estimation for model parameters is considered and its finite sample performances are investigated by numerical simulations. Some real data applications are illustrated for practical purposes.

stat.ME↗

arXiv2022

Identifiability of asymmetric circular and cylindrical distributions

Identifiability of statistical models is a fundamental and essential condition that is required to prove the consistency of maximum likelihood estimators. The identifiability of the skew families of distributions on the circle and cylinder for estimating model parameters has not been fully investigated in the literature. In this paper, a new method combining the trigonometric moments and the simultaneous Diophantine approximation is proposed to prove the identifiability of asymmetric circular and cylindrical distributions. Using this method, we prove the identifiability of general sine-skewed circular distributions, including the sine-skewed von Mises and sine-skewed wrapped Cauchy distributions, and that of a Möbius transformed cardioid distribution, which can be regarded as asymmetric distributions on the unit circle. In addition, we prove the identifiability of two cylindrical distributions wherein both marginal distributions of a circular random variable are the sine-skewed wrapped Cauchy distribution, and conditional distributions of a random variable on the non-negative real line given the circular random variable are a Weibull distribution and a generalized Pareto-type distribution, respectively.

math.ST↗

arXiv2015

A tractable, parsimonious and flexible model for cylindrical data, with applications

In this paper, we propose cylindrical distributions obtained by combining the sine-skewed von Mises distribution (circular part) with the Weibull distribution (linear part). This new model, the WeiSSVM, enjoys numerous advantages: simple normalizing constant and hence very tractable density, parameter-parsimony and interpretability, good circular-linear dependence structure, easy random number generation thanks to known marginal/conditional distributions, flexibility illustrated via excellent fitting abilities, and a straightforward extension to the case of directional-linear data. Inferential issues, such as independence testing, circular-linear respectively linear-circular regression, can easily be tackled with our model, which we apply on two real data sets. We conclude the paper by discussing future applications of our model.

stat.ME↗