Local Linear Least Squares Kernel Regression for Linear and Circular Predictors

Author: Qin Xu   Zhang Jiang-She   Yan Xiao-Dong  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.40, Iss.21, 2011-11, pp. : 3812-3823

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Abstract

We extend nonparametric regression models with local linear least squares fitting using kernel weights to the case of linear and circular predictors. We derive the asymptotic properties of the conditional bias and variance of bivariate local linear least squares kernel estimators. A small simulation study and a real experiment are given.