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Automatic bandwidth selection for circular density estimation. (English) Zbl 1452.62269
Summary: Given angular data \(\theta_{1},\dots ,\theta_n \in [0,2\pi)\) a common objective is to estimate the density. In case that a kernel estimator is used, bandwidth selection is crucial to the performance. A “plug-in rule” for the bandwidth, which is based on the concentration of a reference density, namely, the von Mises distribution is obtained. It is seen that this is equivalent to the usual Euclidean plug-in rule in the case where the concentration becomes large. In case that the concentration parameter is unknown, alternative methods are explored which are intended to be robust to departures from the reference density. Simulations indicate that “wrapped estimators” can perform well in this context. The methods are applied to a real bivariate dataset concerning protein structure.

MSC:
62G07 Density estimation
62-08 Computational methods for problems pertaining to statistics
Software:
wle; CircStats; circular
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References:
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