Estimating the concentration parameter of a von Mises distribution: a systematic simulation benchmark

Abstract

In directional statistics, the von Mises distribution is a key element in the analysis of circular data. While there is a general agreement regarding the estimation of its location parameter $\mu$, several methods have been proposed to estimate the concentration parameter $\kappa$. We here provide a thorough evaluation of the behavior of 12 such estimators for datasets of size $N$ ranging from 2 to 8\,192 generated with a $\kappa$ ranging from 0 to 100. We provide detailed results as well as a global analysis of the results, showing that (1) for a given $\kappa$, most estimators have behaviors that are very similar for large datasets ($N \geq 16$) and more variable for small datasets, and (2) for a given estimator, results are very similar if we consider the mean absolute error for $\kappa \leq 1$ and the mean relative absolute error for $\kappa \geq 1$.