Kernel estimators of density function of directional data
Let X be a unit vector random variable taking values on a k-dimensional sphere [Omega] with probability density function f(x). The problem considered is one of estimating f(x) based on n independent observation X1,...,Xn on X. The proposed estimator is of the form fn(x) = (nhk-1)-1C(h) [Sigma]i=1n K[(1-x'Xi)/h2], x [set membership, variant] [Omega], where K is a kernel function defined on R+. Conditions are imposed on K and f to prove pointwise strong consistency, uniform strong consistency, and strong L1-norm consistency of fn as an estimator of f.
Year of publication: |
1988
|
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Authors: | Bai, Z. D. ; Rao, C. Radhakrishna ; Zhao, L. C. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 27.1988, 1, p. 24-39
|
Publisher: |
Elsevier |
Keywords: | directional data kernel estimate L1-norm consistency nonparametric density estimation strong consistency uniform consistency |
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