Nonparametric estimation of trend in directional data

DOI10.1016/J.SPA.2016.04.018MaRDI QIDQ335653zbMATH OpenOpenAlexFDO

Publication date 2 November 2016

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.2315

uniform law of large numbers directional trend model minimizing estimated risk projected linear estimator random directions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Directional data; spatial statistics (62H11) Strong limit theorems (60F15)

Abstract: Consider measured positions of the paleomagnetic north pole over time. Each measured position may be viewed as a direction, expressed as a unit vector in three dimensions and incorporating some error. In this sequence, the true directions are expected to be close to one another at nearby times. A simple trend estimator that respects the geometry of the sphere is to compute a running average over the time-ordered observed direction vectors, then normalize these average vectors to unit length. This paper treats a considerably richer class of competing directional trend estimators that respect spherical geometry. The analysis relies on a nonparametric error model for directional data in

R^{q}

that imposes no symmetry or other shape restrictions on the error distributions. Good trend estimators are selected by comparing estimated risks of competing estimators under the error model. Uniform laws of large numbers, from empirical process theory, establish when these estimated risks are trustworthy surrogates for the corresponding unknown risks.

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