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Title: | A Parzen-Rosenblatt type density estimator for circular data: exact and asymptotic optimal bandwidths | Authors: | Tenreiro, Carlos | Keywords: | Parzen-Rosenblatt type density estimator; circular data; exact and asymptotic optimal bandwidths | Issue Date: | Aug-2024 | Publisher: | Taylor and Francis | Project: | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UIDB/00324/2020 | Serial title, monograph or event: | Communications in Statistics - Theory and Methods | Volume: | 53 | Issue: | 20 | Abstract: | 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. | URI: | https://hdl.handle.net/10316/116155 | ISSN: | 0361-0926 1532-415X |
DOI: | 10.1080/03610926.2023.2264996 | Rights: | embargoedAccess |
Appears in Collections: | FCTUC Matemática - Artigos em Revistas Internacionais |
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