ASYMPTOTIC PROPERTY OF WRAPPED CAUCHY KERNEL DENSITY ESTIMATION ON THE CIRCLE - Collections

＜journal article＞
ASYMPTOTIC PROPERTY OF WRAPPED CAUCHY KERNEL DENSITY ESTIMATION ON THE CIRCLE

Creator	Creator Name Tsuruta, Yasuhito 鶴田, 靖人ツルタ, ヤスヒト Affiliation Affiliation Name Graguate School of Human and Socio-Environment Studies, Kanazawa University 金沢大学
Creator	Author PID 20215669 Creator Name Sagae, Masahiko 寒河江, 雅彦サガエ, マサヒコ Affiliation Affiliation Name School of Economics, Kanazawa University 金沢大学
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	2017-12
Source Title	Bulletin of informatics and cybernetics
Vol	49
First Page	1
Last Page	10
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/2232318
Abstract	We discuss theoretical properties of the Wrapped Cauchy (WC) kernel. In this paper, we show that the WC kernel has the convergent rate of O(n^<-2/3>) and holds the asymptotic normality. The rate of th...e WC kernel is not better than the rate O(n^<-4/5>) of the von Mises (VM) kernel. However, some numerical experiments show the better behavior of the WC kernel rather than the VM kernel under the condition of the multimodality and/or the heavy tail.show more

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