Statistics and Computing

, Volume 24, Issue 2, pp 165–179 | Cite as

Fitting Kent models to compositional data with small concentration

Article

Abstract

Compositional data can be transformed to directional data by the square root transformation and then modelled by using the Kent distribution. The current approach for estimating the parameters in the Kent model for compositional data relies on a large concentration assumption which assumes that the majority of the transformed data is not distributed too close to the boundaries of the positive orthant. When the data is distributed close to the boundaries with large variance significant folding may result. To treat this case we propose new estimators of the parameters derived based on the actual folded Kent distribution which are obtained via the EM algorithm. We show that these new estimators significantly reduce the bias in the current estimators when both the sample size and amount of folding is moderately large. We also propose using a saddlepoint density approximation for the Kent distribution normalising constant in order to more accurately estimate the shape parameters when the concentration is small or only moderately large.

Keywords

Compositional data Directional data EM algorithm Folding Kent distribution Maximum likelihood estimation Saddlepoint approximation Square root transformation 

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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  1. 1.Australian National UniversityCanberraAustralia

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