Dirichlet kernel density estimation for strongly mixing sequences on the simplex

Fuente: arXiv
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Main Authors: Daayeb, Hanen, Khardani, Salah, Ouimet, Frédéric
Format: Preprint
Published: 2025
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_version_ 1866914136393252864
author Daayeb, Hanen
Khardani, Salah
Ouimet, Frédéric
author_facet Daayeb, Hanen
Khardani, Salah
Ouimet, Frédéric
contents This paper investigates the theoretical properties of Dirichlet kernel density estimators for compositional data supported on simplices, for the first time addressing scenarios involving time-dependent observations characterized by strong mixing conditions. We establish rigorous results for the asymptotic normality and mean squared error of these estimators, extending previous findings from the independent and identically distributed (iid) context to the more general setting of strongly mixing processes. To demonstrate its practical utility, the estimator is applied to monthly market-share compositions of several Renault vehicle classes over a twelve-year period, with bandwidth selection performed via leave-one-out least squares cross-validation. Our findings underscore the reliability and strength of Dirichlet kernel techniques when applied to temporally dependent compositional data.
format Preprint
id arxiv_https___arxiv_org_abs_2506_08816
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Dirichlet kernel density estimation for strongly mixing sequences on the simplex
Daayeb, Hanen
Khardani, Salah
Ouimet, Frédéric
Statistics Theory
Methodology
62G07, 60G10, 60F05, 62G05, 62G20, 62H10, 62H20
This paper investigates the theoretical properties of Dirichlet kernel density estimators for compositional data supported on simplices, for the first time addressing scenarios involving time-dependent observations characterized by strong mixing conditions. We establish rigorous results for the asymptotic normality and mean squared error of these estimators, extending previous findings from the independent and identically distributed (iid) context to the more general setting of strongly mixing processes. To demonstrate its practical utility, the estimator is applied to monthly market-share compositions of several Renault vehicle classes over a twelve-year period, with bandwidth selection performed via leave-one-out least squares cross-validation. Our findings underscore the reliability and strength of Dirichlet kernel techniques when applied to temporally dependent compositional data.
title Dirichlet kernel density estimation for strongly mixing sequences on the simplex
topic Statistics Theory
Methodology
62G07, 60G10, 60F05, 62G05, 62G20, 62H10, 62H20
url https://arxiv.org/abs/2506.08816