Nonparametric circular quantile regression

被引:2
|
作者
Di Marzio, Marco [1 ]
Panzera, Agnese [2 ]
Taylor, Charles C. [3 ]
机构
[1] Univ G dAnnunzio, DMQTE, I-65127 Pescara, Italy
[2] Univ Florence, DiSIA, I-50134 Florence, Italy
[3] Univ Leeds, Dept Stat, Leeds LS2 9JT, W Yorkshire, England
关键词
Check function; Circular quantile; Circular distribution function; Predictive interval; Wind turbine; CDF;
D O I
10.1016/j.jspi.2015.08.004
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码:1 / 14
页数:14
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