Nonparametric estimation of directional highest density regions
Nonparametric estimation of directional highest density regions
复制标题
方向最高密度区域的非参数估计
DOI:
--
复制
发表时间:
2020
影响因子:
1.6
通讯作者:
R. Crujeiras
中科院分区:
文献类型:
--
作者:
P. Saavedra;R. Crujeiras
Highest density regions (HDRs) are defined as level sets containing sample points of relatively high density. Although Euclidean HDR estimation from a random sample, generated from the underlying density, has been widely considered in the statistical literature, this problem has not been contemplated for directional data yet. In this work, directional HDRs are formally defined and plug-in estimators based on kernel smoothing and associated confidence regions are proposed. We also provide a new suitable bootstrap bandwidth selector for plug-in HDRs estimation based on the minimization of an error criteria that involves the Hausdorff distance between the boundaries of the theoretical and estimated HDRs. An extensive simulation study shows the performance of the resulting estimator for the circle and for the sphere. The methodology is applied to analyze two real data sets in animal orientation and seismology.
影响因子:
1.1
作者:
Doss, Charles R.;Weng, Guangwei
通讯作者:
Weng, Guangwei
DOI:
10.1214/15-aos1331
发表时间:
2015
期刊:
arXiv: Methodology
影响因子:
--
作者:
I. Steinwart
通讯作者:
I. Steinwart