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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