We propose estimating equations whose unknown parameters are the values taken by a circular density and its derivatives at a point. Specifically, we solve equations which relate local versions of population trigonometric moments with their sample counterparts. Major advantages of our approach are: higher order bias without asymptotic variance inflation, closed form for the estimators, and absence of numerical tasks. We also investigate situations where the observed data are dependent. Theoretical results along with simulation experiments are provided.

Nonparametric estimating equations for circular probability density functions and their derivatives / Di Marzio, Marco; Fensore, Stefania; Panzera, Agnese; Taylor, Charles C.. - In: ELECTRONIC JOURNAL OF STATISTICS. - ISSN 1935-7524. - ELETTRONICO. - 11:(2017), pp. 4323-4346. [10.1214/17-EJS1318]

Nonparametric estimating equations for circular probability density functions and their derivatives

Panzera, Agnese;
2017

Abstract

We propose estimating equations whose unknown parameters are the values taken by a circular density and its derivatives at a point. Specifically, we solve equations which relate local versions of population trigonometric moments with their sample counterparts. Major advantages of our approach are: higher order bias without asymptotic variance inflation, closed form for the estimators, and absence of numerical tasks. We also investigate situations where the observed data are dependent. Theoretical results along with simulation experiments are provided.
2017
11
4323
4346
Di Marzio, Marco; Fensore, Stefania; Panzera, Agnese; Taylor, Charles C.
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/1105828
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