Theoretical properties of bandwidth selectors for kernel density estimation on the circle
Theoretical properties of bandwidth selectors for kernel density estimation on the circle
复制标题
圆上核密度估计带宽选择器的理论性质
DOI：
10.1007/s10463-018-0701-x
复制
发表时间：
2020
影响因子：
1
通讯作者：
Sagae Masahiko
中科院分区：
文献类型：
--
作者：
Tsuruta Yasuhito;Sagae Masahiko
我们推导了圆形数据核密度估计中最小二乘交叉验证（LSCV）选择器和直接插入规则（DPI）选择器的渐近性质。DPI选择器的收敛速率为，而LSCV选择器的收敛速率为。我们的模拟表明，DPI选择器具有更大的稳定性比LSCV选择器的小和大的样本量。换句话说，DPI选择器在理论和实际性能上优于LSCV选择器。
We derive the asymptotic properties of the least squares cross-validation (LSCV) selector and the direct plug-in rule (DPI) selector in the kernel density estimation for circular data. The DPI selector has a convergence rate of, although the rate of the LSCV selector is. Our simulation shows that the DPI selector has more stability than the LSCV selector for small and large sample sizes. In other words, the DPI selector outperforms the LSCV selector in theoretical and practical performance.