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Estimation of Densities and Derivatives of Densities with Directional Data

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  • Klemelä, Jussi

Abstract

Estimating the density function of a random vector taking values on the d-dimensional unit sphere is considered. Also the estimation of the Laplacian of the density and estimation of other types of derivatives is considered. Fast convergence rate theory is developed for pointwise, L1, and L2 error, extending some results of Hall, Watson and Cabrera (1987). It is also proved that asymptotically the plug-in method is as good as using the asymptotically optimal deterministic smoothing parameter sequence.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:jmvana:v:73:y:2000:i:1:p:18-40
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    References listed on IDEAS

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    1. Bai, Z. D. & Rao, C. Radhakrishna & Zhao, L. C., 1988. "Kernel estimators of density function of directional data," Journal of Multivariate Analysis, Elsevier, vol. 27(1), pages 24-39, October.
    2. Hall, Peter & Wand, Matthew P., 1988. "Minimizing L1 distance in nonparametric density estimation," Journal of Multivariate Analysis, Elsevier, vol. 26(1), pages 59-88, July.
    3. Hendriks, H. & Janssen, J. H. M. & Ruymgaart, F. H., 1993. "Strong uniform convergence of density estimators on compact Euclidean manifolds," Statistics & Probability Letters, Elsevier, vol. 16(4), pages 305-311, March.
    4. Cao, Ricardo & Cuevas, Antonio & Gonzalez Manteiga, Wensceslao, 1994. "A comparative study of several smoothing methods in density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 17(2), pages 153-176, February.
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    Cited by:

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    2. Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C., 2019. "Kernel density classification for spherical data," Statistics & Probability Letters, Elsevier, vol. 144(C), pages 23-29.
    3. Taylor, Charles C., 2008. "Automatic bandwidth selection for circular density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3493-3500, March.
    4. Claudio Durastanti, 2016. "Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 25(4), pages 651-673, November.
    5. Di Marzio, Marco & Fensore, Stefania & Panzera, Agnese & Taylor, Charles C., 2019. "Local binary regression with spherical predictors," Statistics & Probability Letters, Elsevier, vol. 144(C), pages 30-36.
    6. Di Marzio, Marco & Panzera, Agnese & Taylor, Charles C., 2009. "Local polynomial regression for circular predictors," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 2066-2075, October.

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