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On Smooth Density Estimation for Circular Data

Title:

On Smooth Density Estimation for Circular Data

Chaubey, Yogendra P. (2017) On Smooth Density Estimation for Circular Data. In: 61ST WORLD STATISTICS CONGRESS, 16-21 JULY 2017, MARRAKECH. (Unpublished)

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Abstract

Fisher (1989: J. Structural Geology, 11, 775-778) outlined an adaptation of the linear kernel estimator for density estimation that is commonly used in applications. However, better alternatives are now available based on circular kernels; see e.g. Di Marzio, Panzera, and Taylor, 2009: Statistics & Probability Letters, 79(19), 2066-2075. This paper provides a short review on modern smoothing methods for density and distribution functions dealing with the circular data. We highlight the usefulness of circular kernels for smooth density estimation in this context and contrast it with smooth density estimation based on orthogonal series. It is seen that the wrapped Cauchy kernel as a choice of circular kernel appears as a natural candidate as it has a close connection to orthogonal series density estimation on a unit circle. In the literature, the use of von Mises circular kernel is investigated (see Taylor, 2008: Computational Statistics & Data Analysis, 52(7), 3493-3500), that requires numerical computation of Bessel function. On the other hand, the wrapped Cauchy kernel is much simpler to use. This adds further weight to the considerable role of the wrapped Cauchy distribution in circular statistics.

Divisions:Concordia University > Faculty of Arts and Science > Mathematics and Statistics
Item Type:Conference or Workshop Item (Paper)
Refereed:No
Authors:Chaubey, Yogendra P.
Date:28 April 2017
Funders:
  • NSERC
Keywords:circular kernels; kernel density estimator; orthogonal polynomials; orthogonal series density
ID Code:982504
Deposited By: YOGENDRA CHAUBEY
Deposited On:01 May 2017 17:42
Last Modified:18 Jan 2018 17:55
Additional Information:Expanded version of the Invited Paper for the invited session IPS-114, ``Nonparametric Methods : Theory and Applications"
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