Nonparametric multiple regression estimation for circular response

Andrea Meilán-Vila (), Mario Francisco-Fernández, Rosa M. Crujeiras and Agnese Panzera
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Andrea Meilán-Vila: Universidade da Coruña
Mario Francisco-Fernández: Universidade da Coruña
Rosa M. Crujeiras: Universidade de Santiago de Compostela
Agnese Panzera: Università degli Studi di Firenze

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2021, vol. 30, issue 3, No 6, 650-672

Abstract: Abstract Nonparametric estimators of a regression function with circular response and $${\mathbb {R}}^d$$ R d -valued predictor are considered in this work. Local polynomial estimators are proposed and studied. Expressions for the asymptotic conditional bias and variance of these estimators are derived, and some guidelines to select asymptotically optimal local bandwidth matrices are also provided. The finite sample behavior of the proposed estimators is assessed through simulations, and their performance is also illustrated with a real data set.

Keywords: Linear–circular regression; Multiple regression; Local polynomial estimators; 62G05; 62G08; 62G20; 62H11 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s11749-020-00736-w

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