Asymptotic properties of Dirichlet kernel density estimators

DOI10.1016/J.JMVA.2021.104832MaRDI QIDQ2057837zbMATH OpenOpenAlexFDO

Authors Frédéric Ouimet, Raimon Tolosana-Delgado

Publication date 7 December 2021

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2002.06956

zbMATH Keywords

asymmetric kernelasymptotic normalitybeta kernelboundary biasdensity estimationDirichlet kernelmean integrated absolute errormean squared errormultivariate associated kernelsimplexstrong consistencyvariance

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

Abstract: We study theoretically, for the first time, the Dirichlet kernel estimator introduced by Aitchison and Lauder (1985) for the estimation of multivariate densities supported on the $d$-dimensional simplex. The simplex is an important case as it is the natural domain of compositional data and has been neglected in the literature on asymmetric kernels. The Dirichlet kernel estimator, which generalizes the (non-modified) unidimensional Beta kernel estimator from Chen (1999), is free of boundary bias and non-negative everywhere on the simplex. We show that it achieves the optimal convergence rate $O(n^{-4/(d+4)})$ for the mean squared error and the mean integrated squared error, we prove its asymptotic normality and uniform strong consistency, and we also find an asymptotic expression for the mean integrated absolute error. To illustrate the Dirichlet kernel method and its favorable boundary properties, we present a case study on minerals processing.

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• Minimax properties of Dirichlet kernel density estimators
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Cited in

(17)

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