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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.続きを見る
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