Di Marzio, M, Panzera, A and Taylor, CC (2016) Nonparametric circular quantile regression. Journal of Statistical Planning and Inference, 170. pp. 1-14. ISSN 0378-3758
Abstract
We discuss nonparametric estimation of conditional quantiles of a circular distribution when the conditioning variable is either linear or circular. Two different approaches are pursued: inversion of a conditional distribution function estimator, and minimization of a smoothed check function. Local constant and local linear versions of both estimators are discussed. Simulation experiments and a real data case study are used to illustrate the usefulness of the methods.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2015, Elsevier. This is an author produced version of a paper published in Journal of Statistical Planning and Inference. Uploaded in accordance with the publisher's self-archiving policy |
Keywords: | Check function; Circular quantile; Circular distribution function; Predictive interval; Wind turbine |
Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 05 Feb 2016 12:06 |
Last Modified: | 04 Nov 2016 21:32 |
Published Version: | http://dx.doi.org/10.1016/j.jspi.2015.08.004 |
Status: | Published |
Publisher: | Elsevier |
Identification Number: | 10.1016/j.jspi.2015.08.004 |
Related URLs: | |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:94262 |