ツルタ ヤスヒト
TSURUTA YASUHITO
鶴田 靖人 所属 明治大学 経営学部 職種 専任准教授 |
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発行・発表の年月 | 2022/07 |
形態種別 | 学術雑誌 |
査読 | 査読あり |
標題 | Improving kernel-based nonparametric regression for circular–linear data |
執筆形態 | 共著(筆頭者) |
掲載誌名 | Japanese Journal of Statistics and Data Science |
掲載区分 | 国外 |
巻・号・頁 | 5(1),111-131頁 |
担当区分 | 責任著者 |
著者・共著者 | Yasuhito Tsuruta,Masahiko Sagae |
概要 | We discuss kernel-based nonparametric regression where a predictor has support on a circle and a responder has support on a real line. Nonparametric regression is used in analyzing circular–linear data because of its flexibility. However, nonparametric regression is generally less accurate than an appropriate parametric regression for a population model. Considering that statisticians need more accurate nonparametric regression models, we investigate the performance of sine series local polynomial regression while selecting the most suitable kernel class. The asymptotic result shows that higher-order estimators reduce conditional bias; however, they do not improve conditional variance. We show that higher-order estimators improve the convergence rate of the weighted conditional mean integrated square error. |
DOI | 10.1007/s42081-022-00145-3 |
ISSN | /2520-8764 |