Nonparametric multiplicative bias correction for von Mises kernel circular density estimator

被引:3
作者
Bedouhene, Kahina [1 ]
Zougab, Nabil [2 ,3 ]
机构
[1] Univ Tizi Ouzou, Dept Math, Tizi Ouzou, Algeria
[2] Univ Bejaia, Dept Technol, Bejaia 06000, Targa Ouzemour, Algeria
[3] Univ Bejaia, Res Unit LaMOS, Bejaia, Algeria
关键词
Bandwidth; Circular data; Cross validation; Multiplicative bias correction; von Mises kernel; BANDWIDTH SELECTION;
D O I
10.1080/03610918.2019.1659358
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we apply the multiplicative bias correction (MBC) techniques for von Mises (vM) kernel density estimator in the context of circular data. Some properties of the MBC-vM kernel circular density estimators (bias, variance and mean integrated squared error) are shown. The choice of bandwidth is investigated by adapting the popular cross-validation techniques. The performances of the MBC estimators based on vM kernel are illustrated by a simulation study and real application for circular data. In general, in terms of integrated squared bias (ISB) and integrated squared error (ISE), the proposed estimators outperform the standard vM kernel estimator.
引用
收藏
页码:774 / 792
页数:19
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