Kernel density estimation with polyspherical data and its applications
Sign Up to like & getrecommendations! Published in 2024 at "Journal of the American Statistical Association"
DOI: 10.1080/01621459.2025.2521898
Abstract: A kernel density estimator for data on the polysphere $\mathbb{S}^{d_1}\times\cdots\times\mathbb{S}^{d_r}$, with $r,d_1,\ldots,d_r\geq 1$, is presented in this paper. We derive the main asymptotic properties of the estimator, including mean square error, normality, and optimal bandwidths.… read more here.
Keywords: estimation polyspherical; density estimator; kernel density; density estimation ... See more keywords
Lp distance for kernel density estimator in length-biased data
Sign Up to like & getrecommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2016.1205621
Abstract: ABSTRACT In this article we prove a central limit theorem for the Lp distance where μ is a weight function and fn is the kernel density estimator proposed by Jones (1991) for length-biased data. The… read more here.
Keywords: kernel density; distance; length biased; density estimator ... See more keywords
A hybrid nonparametric multivariate density estimator with applications to risk management
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DOI: 10.1080/07474938.2024.2334119
Abstract: Abstract. Multivariate density estimation is plagued by the curse of dimensionality in theory and practice. We propose a hybrid density estimator of a multivariate density f that combines the strengths of the kernel estimator and… read more here.
Keywords: density estimator; risk management; multivariate density; density ... See more keywords
Varying kernel marginal density estimator for a positive time series
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Nonparametric Statistics"
DOI: 10.1080/10485252.2017.1324968
Abstract: ABSTRACT This paper analyses the large sample behaviour of a varying kernel density estimator of the marginal density of a non-negative stationary and ergodic time series that is also strongly mixing. In particular we obtain… read more here.
Keywords: time series; varying kernel; density; density estimator ... See more keywords
KDE-Track: An Efficient Dynamic Density Estimator for Data Streams
Sign Up to like & getrecommendations! Published in 2017 at "IEEE Transactions on Knowledge and Data Engineering"
DOI: 10.1109/tkde.2016.2626441
Abstract: Recent developments in sensors, global positioning system devices, and smart phones have increased the availability of spatiotemporal data streams. Developing models for mining such streams is challenged by the huge amount of data that cannot… read more here.
Keywords: data streams; streams kde; density; density estimator ... See more keywords
A Fast-Converging Kernel Density Estimator for Dispersion in Horizontally Homogeneous Meteorological Conditions
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DOI: 10.3390/atmos12101343
Abstract: Kernel smoothers are often used in Lagrangian particle dispersion simulations to estimate the concentration distribution of tracer gasses, pollutants etc. Their main disadvantage is that they suffer from the curse of dimensionality, i.e., they converge… read more here.
Keywords: homogeneous meteorological; estimator; density estimator; dispersion ... See more keywords