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Nonparametric estimating equations for circular probability density functions and their derivatives

Authors :
Agnese Panzera
Charles C. Taylor
Stefania Fensore
Marco Di Marzio
Source :
Electron. J. Statist. 11, no. 2 (2017), 4323-4346
Publication Year :
2017
Publisher :
Institute of Mathematical Statistics, 2017.

Abstract

We propose estimating equations whose unknown parameters are the values taken by a circular density and its derivatives at a point. Specifically, we solve equations which relate local versions of population trigonometric moments with their sample counterparts. Major advantages of our approach are: higher order bias without asymptotic variance inflation, closed form for the estimators, and absence of numerical tasks. We also investigate situations where the observed data are dependent. Theoretical results along with simulation experiments are provided.

Details

ISSN :
19357524
Volume :
11
Database :
OpenAIRE
Journal :
Electronic Journal of Statistics
Accession number :
edsair.doi.dedup.....0d65ded6d6c16029082e7fec4b3da2cf
Full Text :
https://doi.org/10.1214/17-ejs1318