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

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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.

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Correspondence to Zeynep Kalaylioglu.

Additional information

Communicated by Luiz Duczmal.

This research was carried out at School of Science, Mathematical Sciences, RMIT University, Melbourne, VIC, Australia, where the author was a visiting associate professor on a scholarship by the Scientific and Technological Research Council of Turkey (TUBITAK) grant 2219.

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Kalaylioglu, Z. Analysis of correlated circular and extremal data with a flexible cylindrical distribution. Environ Ecol Stat 29, 207–222 (2022). https://doi.org/10.1007/s10651-021-00515-2

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  • DOI: https://doi.org/10.1007/s10651-021-00515-2

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