Estimation of Multivariate Wrapped Models for Data in Torus
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Multivariate circular observations, i.e. points on a torus are nowadays very common. Multivariate wrapped models are often appropriate to describe data points scattered on p-dimensional torus. However, statistical inference based on this model is quite complicated since each contribution in the log likelihood involve an infinite sum of indices in Z^p where p is the dimension of the problem. To overcome this, two estimates procedures based on Expectation Maximization and Classification Expectation Maximization algorithms are proposed that worked well in moderate dimension size. The performance of the introduced methods are studied by Monte Carlo simulation and illustrated on three real data sets.
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