Abstract

A nonparametric kernel density estimator for directional–linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions for the bias, variance, and mean integrated square error (MISE) are derived, jointly with an asymptotic normality result for the proposed estimator. For some particular distributions, an explicit formula for the MISE is obtained and compared with its asymptotic version, both for directional and directional–linear kernel density estimators. In this same setting, a closed expression for the bootstrap MISE is also derived.

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