Automatic bandwidth selection for circular density estimation
Given angular data [theta]1,...,[theta]n[set membership, variant][0,2[pi]) a common objective is to estimate the density. In case that a kernel estimator is used, bandwidth selection is crucial to the performance. A "plug-in rule" for the bandwidth, which is based on the concentration of a reference density, namely, the von Mises distribution is obtained. It is seen that this is equivalent to the usual Euclidean plug-in rule in the case where the concentration becomes large. In case that the concentration parameter is unknown, alternative methods are explored which are intended to be robust to departures from the reference density. Simulations indicate that "wrapped estimators" can perform well in this context. The methods are applied to a real bivariate dataset concerning protein structure.
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References listed on IDEAS
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- Klemelä, Jussi, 2000. "Estimation of Densities and Derivatives of Densities with Directional Data," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 18-40, April.
- K. V. Mardia, 1999. "Directional statistics and shape analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 949-957.
- Agostinelli, Claudio, 2007. "Robust estimation for circular data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5867-5875, August.
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