Regression analysis of elliptically symmetric direction data

A comprehensive toolkit is developed for regression analysis of directional data based on a flexible class of angular Gaussian distributions. Informative testing procedures for isotropy and covariate effects on the directional response are proposed. Moreover, a prediction region that achieves the smallest volume in a class of ellipsoidal prediction regions of the same coverage probability is constructed. The efficacy of these inference procedures is demonstrated in simulation experiments. Finally, this new toolkit is used to analyze directional data originating from a hydrology study and a bioinformatics application.