Adaptive warped kernel estimation for nonparametric regression with circular responses

From MaRDI portal



Abstract: In this paper, we deal with nonparametric regression for circular data, meaning that observations are represented by points lying on the unit circle. We propose a kernel estimation procedure with data-driven selection of the bandwidth parameter. For this purpose, we use a warping strategy combined with a Goldenshluger-Lepski type estimator. To study optimality of our methodology, we consider the minimax setting and prove, by establishing upper and lower bounds, that our procedure is nearly optimal on anisotropic Holder classes of functions for pointwise estimation. The obtained rates also reveal the specific nature of regression for circular responses. Finally, a numerical study is conducted, illustrating the good performances of our approach.




Cites work









This page was built for publication: Adaptive warped kernel estimation for nonparametric regression with circular responses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6144451)