Publicação
Kernel density estimation for circular data: a Fourier series-based plug-in approach for bandwidth selection
| Resumo: | In this paper we derive asymptotic expressions for the mean integrated squared error of a class of delta sequence density estimators for circular data. This class includes the class of kernel density estimators usually considered in the literature, as well as a new class which is closer in spirit to the class of Parzen--Rosenblatt estimators for linear data. For these two classes of kernel density estimators, a Fourier series-based direct plug-in approach for bandwidth selection is presented. The proposed bandwidth selector has a $n^{-1/2}$ relative convergence rate whenever the underlying density is smooth enough and the simulation results testify that it presents a very good finite sample performance against other bandwidth selectors in the literature. |
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| Autores principais: | Tenreiro, Carlos |
| Assunto: | Circular data Kernel density estimation Bandwidth selection Plug-in rule Fourier series-based estimators |
| Ano: | 2022 |
| 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: | In this paper we derive asymptotic expressions for the mean integrated squared error of a class of delta sequence density estimators for circular data. This class includes the class of kernel density estimators usually considered in the literature, as well as a new class which is closer in spirit to the class of Parzen--Rosenblatt estimators for linear data. For these two classes of kernel density estimators, a Fourier series-based direct plug-in approach for bandwidth selection is presented. The proposed bandwidth selector has a $n^{-1/2}$ relative convergence rate whenever the underlying density is smooth enough and the simulation results testify that it presents a very good finite sample performance against other bandwidth selectors in the literature. |
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