On a wrapped kernel class of density estimators for circular data

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.

Palabras clave: Circular data, Density estimation, Mean integrated squared error

SI: Portuguese Statistical Society invited session in Statistics and Probability
2 de septiembre de 2026  11:20
Aula 29

N. M. Brites, J. Brazão, M. Reis

R. Gaio, R. Costa-Miranda, W. González-Manteiga

L. F. Meira Machado