Nonparametric optimal density estimation for censored circular data
Abstract
We consider the problem of estimating the probability density function of a circular random variable observed under censoring. To this end, we introduce a projection estimator constructed via a regression approach on linear sieves. We first establish a lower bound for the mean integrated squared error in the case of Sobolev densities, thereby identifying the minimax rate of convergence for this estimation problem. We then derive a matching upper bound for the same risk, showing that the proposed estimator attains the minimax rate when the underlying density belongs to a Sobolev class. Finally, we develop a data-driven version of the procedure that preserves this optimal rate, thus yielding an adaptive estimator. The practical performance of the method is demonstrated through simulation studies.
Fields of Study & Subjects
Statistical Methods and Inference
Bayesian Methods and Mixture Models
Census and Population Estimation
Publication details
- Journal / source
- Electronic Journal of Statistics
- Volume
- 20
- Issue
- 2
- Pages
- 3143–3177
- Publication date
- 1 January 2026
- Language
- EN