C. Tenreiro

The wrapped kernel density estimator studied in this work is a type of delta sequence density estimator whose delta function sequence is obtained by wrapping a scaled version of a probability density function defined on the real line. An asymptotic expansion for the mean integrated squared error (MISE) of this wrapped kernel density estimator is derived allowing for a direct comparison with other density estimators from the literature, such as the standard kernel density estimator and the Parzen-Rosenblatt type estimator. The wrapped Cauchy kernel density estimator will receive special attention.

Keywords: Circular data, Density estimation, Mean integrated squared error

Scheduled

SI: Portuguese Statistical Society invited session in Statistics and Probability
September 2, 2026  11:20 AM
Aula 29


Other papers in the same session


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