SB-robust estimator for the concentration parameter of the circular normal distribution

Abstract

In this paper we discuss robust estimation of the concentration parameter ( κ) of the circular normal (CN) distribution. It is known that the MLE of the concentration parameter is not B-robust at the family of all circular normal distributions with fixed mean direction ( μ) and varying κ > 0. In this paper we propose a new estimator for κ and show that it is B-robust and SB-robust at the family {CN( μ, κ) : m ≤ κ ≤ M} where m and M are two arbitrary constants.