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Asymptotic Behavior of the Kernel Density Estimator from a Geometric Viewpoint
Authors:Hyun Suk Park
Affiliation:1. Department of Finance and Information Statistics , Hallym University , Chuncheon , Republic of Korea hspark@hallym.ac.kr
Abstract:
From the view of a geometric approach, we consider the problem of density estimation on the m-dimensional unit sphere by using the kernel method. The definition of the kernel estimator is motivated from the concept of the exponential map. This article shows that the asymptotic behavior of the estimator contains a geometric quantity (the sectional curvature) on the unit sphere. This implies that the behavior depends on whether the sectional curvature is positive or negative. Using observed data on normals to the orbital planes of long-period comets, numerical examples on the two-dimensional unit sphere are given.
Keywords:Asymptotic behavior of bias and variance  Exponential map  Kernel density estimator  Sectional curvature  Tangent space
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