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2013 Exact risk improvement of bandwidth selectors for kernel density estimation with directional data
Eduardo García–Portugués
Electron. J. Statist. 7: 1655-1685 (2013). DOI: 10.1214/13-EJS821

Abstract

New bandwidth selectors for kernel density estimation with directional data are presented in this work. These selectors are based on asymptotic and exact error expressions for the kernel density estimator combined with mixtures of von Mises distributions. The performance of the proposed selectors is investigated in a simulation study and compared with other existing rules for a large variety of directional scenarios, sample sizes and dimensions. The selector based on the exact error expression turns out to have the best behaviour of the studied selectors for almost all the situations. This selector is illustrated with real data for the circular and spherical cases.

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Eduardo García–Portugués. "Exact risk improvement of bandwidth selectors for kernel density estimation with directional data." Electron. J. Statist. 7 1655 - 1685, 2013. https://doi.org/10.1214/13-EJS821

Information

Published: 2013
First available in Project Euclid: 19 June 2013

zbMATH: 1327.62241
MathSciNet: MR3070874
Digital Object Identifier: 10.1214/13-EJS821

Subjects:
Primary: 62G07

Rights: Copyright © 2013 The Institute of Mathematical Statistics and the Bernoulli Society

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