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Bivariate and multivariate circular distributions by mixtures. (English) Zbl 1462.62313

Summary: In this work mixture models are proposed for the construction of bivariate and multivariate circular distributions. These mixture models allow ease of generation on a computer for Monte Carlo simulation studies. The mixture model method is exemplified by considering the well-known von Mises distribution. Two bivariate mixed von Mises distributions are derived and their Fourier series representations, joint trigonometric moments and limiting cases are considered. A possible application to model real-life situation is also discussed.

MSC:

62H10 Multivariate distribution of statistics
60E05 Probability distributions: general theory
62H05 Characterization and structure theory for multivariate probability distributions; copulas