Abstract

ABSTRACT This article presents a bootstrap test for simultaneous hypotheses on the mean direction and the dispersion of a sample of i.i.d. circular observations with unimodal distribution. This test is a nonparametric extension of the multivariate saddlepoint test for wrapped symmetric α-stable models proposed by Gatto (2000). Because the test statistic has an asymptotic chi-squared distribution with second-order accuracy, the typical sampling stage of most bootstrap procedures is not required. A simulation study illustrates the numerical accuracy and the effectiveness of this new test. In this simulation, samples are generated from circular distributions within the wrapped symmetric α-stable class.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.