论文标题
循环响应的非参数多元回归估计
Nonparametric multivariate regression estimation for circular responses
论文作者
论文摘要
在这项工作中考虑了具有圆形响应和RD值预测指标的回归函数的非参数估计器。提出并研究了局部多项式估计量。得出了其渐近偏差和方差的表达式,并给出了一些选择渐近局部最佳带宽矩阵的准则。通过模拟评估所提出的估计器的有限样本行为,并使用真实的数据集进行了表明。
Nonparametric estimators of a regression function with circular response and Rd-valued predictor are considered in this work. Local polynomial type estimators are proposed and studied. Expressions for their asymptotic biases and variances are derived, and some guidelines to select asymptotically local optimal bandwidth matrices are also given. The finite sample behavior of the proposed estimators is assessed through simulations and their performance is also illustrated with a real data set.