Methods for improving estimators of truncated circular parameters

In decision theoretic estimation of parameters in Euclidean space ℝp, the action space is chosen to be the convex closure of the estimand space. In this paper, the concept has been extended to the estimation of circular parameters of distributions having support as a circle, torus or cylinder. As di...

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Bibliographic Details
Published in:Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability 2016-11, Vol.22 (4), p.2521-2547
Main Authors: KUMAR, KANIKA, KUMAR, SOMESH
Format: Article
Language:English
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Summary:In decision theoretic estimation of parameters in Euclidean space ℝp, the action space is chosen to be the convex closure of the estimand space. In this paper, the concept has been extended to the estimation of circular parameters of distributions having support as a circle, torus or cylinder. As directional distributions are of curved nature, existing methods for distributions with parameters taking values in ℝp are not immediately applicable here. A circle is the simplest one-dimensional Riemannian manifold. We employ concepts of convexity, projection, etc., on manifolds to develop sufficient conditions for inadmissibility of estimators for circular parameters. Further invariance under a compact group of transformations is introduced in the estimation problem and a complete class theorem for equivariant estimators is derived. This extends the results of Moors [J. Amer. Statist. Assoc. 76 (1981) 910-915] on ℝp to circles. The findings are of special interest to the case when a circular parameter is truncated. The results are implemented to a wide range of directional distributions to obtain improved estimators of circular parameters.
ISSN:1350-7265
DOI:10.3150/15-BEJ736