2013
DOI: 10.1016/j.jmva.2013.06.009
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Kernel density estimation for directional–linear data

Abstract: A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions for bias, variance and Mean Integrated Squared Error (MISE) are derived, jointly with an asymptotic normality result for the proposed estimator. For some particular distributions, an explicit formula for the MISE is obtained and compared with its asymptotic version, both for… Show more

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Cited by 62 publications
(51 citation statements)
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“…With these conditions, the PDF estimate has the properties of a probability density function [10,11]. Although any kernel that satisfies these conditions is viable, the simplest and most convenient usable kernel is ( ) , which is commonly referred to as the von Mises kernel, created with the von Mises -Fisher directional probability distribution on the L-sphere in mind:…”
Section: ) Directional Kernel Density Estimationmentioning
confidence: 99%
See 1 more Smart Citation
“…With these conditions, the PDF estimate has the properties of a probability density function [10,11]. Although any kernel that satisfies these conditions is viable, the simplest and most convenient usable kernel is ( ) , which is commonly referred to as the von Mises kernel, created with the von Mises -Fisher directional probability distribution on the L-sphere in mind:…”
Section: ) Directional Kernel Density Estimationmentioning
confidence: 99%
“…or, in other words, using the von Mises kernel provides a generalized estimator of directional densities, being the estimate a mixture of von Mises -Fisher directional density probability functions [10]:…”
Section: ) Directional Kernel Density Estimationmentioning
confidence: 99%
“…The circular Wasserstein distance ∆ is used to compare the distribution of phases to another distribution with circular symmetry, it corresponds to the minimal distance from all linear Wasserstein distances on an unfolded circle for all possible starting points on the circle (Rabin et al, 2011). Circular and circular-linear kernel density estimations use von Mises and Gaussian kernels with adaptive concentration and smoothing parameters (García-Portugués et al, 2013).…”
Section: Discussionmentioning
confidence: 99%
“…The circular Wasserstein distance ∆ is used to compare the distribution of phases to another distribution with circular symmetry, it corresponds to the minimal distance from all linear Wasserstein distances on an unfolded circle for all possible starting points on the circle (Rabin et al, ). Circular and circular‐linear kernel density estimations (CLKDEs) use von Mises and Gaussian kernels with adaptive concentration and smoothing parameters (Garcıa‐Portugues, Crujeiras, & Gonzalez‐Manteiga, ).…”
Section: Methodsmentioning
confidence: 99%