Adaptive warped kernel estimation for nonparametric regression with circular responses - Archive ouverte HAL
Article Dans Une Revue Electronic Journal of Statistics Année : 2023

Adaptive warped kernel estimation for nonparametric regression with circular responses

Résumé

In this paper, we deal with nonparametric regression for cir- cular 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 op- timal on anisotropic Hölder 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.
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Dates et versions

hal-03633917 , version 1 (07-04-2022)
hal-03633917 , version 2 (27-12-2023)

Identifiants

Citer

Tien-Dat Nguyen, Thanh Mai Pham Ngoc, Vincent Rivoirard. Adaptive warped kernel estimation for nonparametric regression with circular responses. Electronic Journal of Statistics , 2023, 17 (2), pp.4011-4048. ⟨10.1214/23-EJS2186⟩. ⟨hal-03633917v2⟩
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