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Nonparametric estimating equations for circular probability density functions and their derivatives
- 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.
- Subjects :
- Statistics and Probability
Mathematical optimization
Population
Fourier coefficients
Probability density function
Estimating equations
trigonometric moments
01 natural sciences
010104 statistics & probability
Circular kernels
Density estimation
Jackknife
Sin-polynomials
Trigonometric moments
Von mises density
density estimation
0502 economics and business
Applied mathematics
0101 mathematics
education
von Mises density
050205 econometrics
Mathematics
education.field_of_study
05 social sciences
Nonparametric statistics
Estimator
Probability and statistics
jackknife
Delta method
sin-polynomials
Statistics, Probability and Uncertainty
Subjects
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