Abstract

Abstract A Bayesian procedure for bandwidth selection in kernel circular density estimation is investigated, when the Markov chain Monte Carlo (MCMC) sampling algorithm is utilized for Bayes estimates. Under the quadratic and entropy loss functions, the proposed method is evaluated through a simulation study and real data sets, which were already discussed in the literature. The proposed Bayesian approach is very competitive in comparison with the existing classical global methods, namely plug-in and cross-validation techniques.

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