Publicação
A Parzen-Rosenblatt type density estimator for circular data: exact and asymptotic optimal bandwidths
| Resumo: | For the Parzen-Rosenblatt type density estimator for circular data we prove the existence of a minimizer, h_{MISE}(f;K,n), of its exact mean integrated squared error (MISE) and show that it is asymptotically equivalent to the bandwidth h_{AMISE}(f;K,n) that minimizes the leading terms of the MISE, together with the order of convergence of the relative error h_{AMISE}(f;K,n)/h_{MISE}(f;K,n)-1. Some small and moderate sample size comparisons between the two bandwidths are also presented when the underlying density is a mixture of von Mises densities. |
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| Autores principais: | Tenreiro, Carlos |
| Assunto: | Parzen-Rosenblatt type density estimator circular data exact and asymptotic optimal bandwidths |
| Ano: | 2024 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso embargado |
| Instituição associada: | Universidade de Coimbra |
| Idioma: | inglês |
| Origem: | Estudo Geral - Universidade de Coimbra |
| Resumo: | For the Parzen-Rosenblatt type density estimator for circular data we prove the existence of a minimizer, h_{MISE}(f;K,n), of its exact mean integrated squared error (MISE) and show that it is asymptotically equivalent to the bandwidth h_{AMISE}(f;K,n) that minimizes the leading terms of the MISE, together with the order of convergence of the relative error h_{AMISE}(f;K,n)/h_{MISE}(f;K,n)-1. Some small and moderate sample size comparisons between the two bandwidths are also presented when the underlying density is a mixture of von Mises densities. |
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