ツルタ　ヤスヒト   TSURUTA YASUHITO   鶴田　靖人    所属   明治大学  経営学部    職種   専任准教授
言語種別	英語
発行・発表の年月	2018/11
形態種別	学術雑誌
査読	査読あり
標題	Theoretical properties of bandwidth selectors for kernel density estimation on the circle
執筆形態	共著(筆頭者)
掲載誌名	Annals of the Institute of Statistical Mathematics
掲載区分	国外
出版社・発行元	SPRINGER HEIDELBERG
巻・号・頁	72(2),pp.511-530
担当区分	責任著者
著者・共著者	Yasuhito Tsuruta,Masahiko Sagae
概要	We derive the asymptotic properties of the least squares cross-validation (LSCV) selector and the direct plug-in rule (DPI) selector in the kernel density estimation for circular data. The DPI selector has a convergence rate of O(n-5/14), although the rate of the LSCV selector is O(n-1/10). Our simulation shows that the DPI selector has more stability than the LSCV selector for small and large sample sizes. In other words, the DPI selector outperforms the LSCV selector in theoretical and practical performance.
DOI	10.1007/s10463-018-0701-x
ISSN	0020-3157/1572-9052