On multivariate associated kernels to estimate general density functions
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Publication:684068
DOI10.1016/J.JKSS.2017.10.002zbMATH Open1390.62055arXiv1502.01173OpenAlexW2770743746MaRDI QIDQ684068FDOQ684068
Authors: Célestin C. Kokonendji, Sobom M. Somé 
Publication date: 9 February 2018
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Abstract: Multivariate associated kernel estimators, which depend on both target point and bandwidth matrix, are appropriate for partially or totally bounded distributions and generalize the classical ones as Gaussian. Previous studies on multivariate associated kernels have been restricted to product of univariate associated kernels, also considered having diagonal bandwidth matrices. However, it is shown in classical cases that for certain forms of target density such as multimodal, the use of full bandwidth matrices offers the potential for significantly improved density estimation. In this paper, general associated kernel estimators with correlation structure are introduced. Properties of these estimators are presented; in particular, the boundary bias is investigated. Then, the generalized bivariate beta kernels are handled with more details. The associated kernel with a correlation structure is built with a variant of the mode-dispersion method and two families of bandwidth matrices are discussed under the criterion of cross-validation. Several simulation studies are done. In the particular situation of bivariate beta kernels, it is therefore pointed out the very good performance of associated kernel estimators with correlation structure compared to the diagonal case. Finally, an illustration on real dataset of paired rates in a framework of political elections is presented.
Full work available at URL: https://arxiv.org/abs/1502.01173
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- scientific article; zbMATH DE number 1264231
nonparametric estimationboundary biasbandwidth matrixasymmetric kernelcorrelation structuremode-dispersion
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Cited In (18)
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- On general exponential weight functions and variation phenomenon
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