Analysis of correlated circular and extremal data with a flexible cylindrical distribution


KALAYLIOĞLU AKYILDIZ Z. I.

ENVIRONMENTAL AND ECOLOGICAL STATISTICS, 2021 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume:
  • Publication Date: 2021
  • Doi Number: 10.1007/s10651-021-00515-2
  • Title of Journal : ENVIRONMENTAL AND ECOLOGICAL STATISTICS
  • Keywords: Gumbel distribution, Von Mises distribution, Copula, Wind direction, Maximum temperature, Bushfire simulation, SOFTWARE SYSTEM, SEGMENTATION, SIMULATION, MODEL

Abstract

In this article, we introduce a flexible cylindrical distribution for modeling and analysis of dependent extremal and directional observations. The distribution can be used to investigate the connection between two related phenomena, such as the daily fastest wind speed and its direction. The proposed model is applicable for the analysis of a wide variety of cylindrical data, including datasets with asymmetrically distributed directional observations. The model enjoys the advantages of interpretable model parameters, known marginal and conditional distributions, and a practical test for independence. Our simulation study shows that maximum likelihood estimators of the model parameters maintain desired finite sample properties. The distribution is then used to characterize the joint behavior of atmospheric variables in the context of wildfires or bushfires.