Spline Smoothing for Estimation of Circular Probability Distributions via Spectral Isomorphism and its Spatial Adaptation

Abstract

Consider the problem when $X_1,X_2,..., X_n$ are distributed on a circle following an unknown distribution $F$ on $S^1$. In this article we have consider the absolute general set-up where the density can have local features such as discontinuities and edges. Furthermore, there can be outlying data which can follow some discrete distributions. The traditional Kernel Density Estimation methods fail to identify such local features in the data. Here we device a non-parametric density estimate on $S^1$, by the use of a novel technique which we term as Fourier Spline. We have also tried to identify and incorporate local features such as support, discontinuity or edges in the final density estimate. Several new results are proved in this regard. Simulation studies have also been performed to see how our methodology works. Finally a real life example is also shown.