4.1 Article

Smooth estimation of circular cumulative distribution functions and quantiles

Journal

JOURNAL OF NONPARAMETRIC STATISTICS
Volume 24, Issue 4, Pages 935-949

Publisher

TAYLOR & FRANCIS LTD
DOI: 10.1080/10485252.2012.721517

Keywords

angular risk; circular kernels; circular order; Nadaraya-type quantile estimator; Parzen-type quantile estimator

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Smooth nonparametric estimators based on a kernel method are proposed for cumulative distribution functions (CDFs) and quantiles of circular data. A sound motivation for this is that although for euclidean data similar estimators have been widely studied, for circular data nothing similar seems to exist; albeit, remarkably, in the circular-setting local methods are implemented more easily because of the absence of boundaries on the circle. The only alternative to our method seems to be the empirical CDF, that does not take into account circularity of data when the estimate is near the cut-point, as our local method naturally does. The definition of circular CDF is different from its euclidean counterpart in many respects, and this will give rise to estimators exhibiting some 'unusual' features such as, for example, global efficiency measures containing a location parameter and a covariance term. Simulations along with real data case studies illustrate the findings.

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