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Nonparametric multiple regression estimation for circular response

Author

Listed:
  • 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)

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.

Suggested Citation

  • Andrea Meilán-Vila & Mario Francisco-Fernández & Rosa M. Crujeiras & Agnese Panzera, 2021. "Nonparametric multiple regression estimation for circular response," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 650-672, September.
    • Handle: RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00736-w
    DOI: 10.1007/s11749-020-00736-w
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    References listed on IDEAS

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