Non-parametric Regression for Circular Responses

作者：Di Marzio Marco; Panzera Agnese; Taylor Charles C^*

来源：Scandinavian Journal of Statistics, 2013, 40(2): 238-255.

DOI：10.1111/j.1467-9469.2012.00809.x

• approximate confidence intervals
• circular-circular regression
• mixing processes
• real-line-circular regression
• von Mises kernels

. Regression with a circular response is a topic of current interest. We introduce non-parametric smoothing for this problem. Simple adaptations of a weight function enable a unified formulation for both real-line and circular predictors, whereas these cases have been tackled by quite distinct parametric methods. Additionally, we discuss various methodological extensions, obtaining a number of promising techniques totally new in circular statistics such as confidence intervals for the value of a circular regression and non-parametric autoregression in circular time series. The findings are also illustrated through real data examples.

• 出版日期2013-6