© 1997 by Biometrika Trust
A decentred predictor for circular-circular regression
Département de mathématiques et de statistique, Université Laval Ste-Foy, Québec G1K 7P4, Canada e-mail: lpr{at}mat.ulaval.ca
This paper considers the prediction of a y-angle, given an x-angle in a circular-circular regression. The predictor under study is a rotation of the decentred x-angle, denned as the direction of the sum of the unit vector corresponding to angle x plus a decentring vector. The parameters are defined as those which maximise the average residual cosine. This predictor is shown to perform well when the data come from a bivariate von Mises distribution or from a wrapped bivariate normal model. The large sample distributions of maximum cosine estimators are derived. Tests of fit for the rotational model, which predicts y by a rotation of x, and for the independence model where y is not related to x are presented. The proposed methods are illustrated by the analysis of an earthquake dataset where the direction of ground movement is regressed on the direction of steepest descent.
Key Words: Angular regression Directional data Earthquake ground movement Test of independence Von Mises distribution Wrapped normal distribution