Circular local likelihood regression


In this talk, we will present a general framework for estimating regression models with circular covariates and a general response. We will start with an overview on nonparametric regression models with circular covariate, revising the main ideas and motivating the need of a more general method. Our goal is to estimate (nonparametrically) a conditional characteristic by maximizing the circular local likelihood. The proposed estimator is shown to be asymptotically normal. The problem of selecting the smoothing parameter is also addressed, as well as bias and variance computation. The finite sample performance of the estimation method in practice is studied through an extensive simulation study, where we cover the cases of Gaussian, Bernoulli, Poisson and Gamma distributed responses. The generality of our approach is illustrated with several real-data examples from different fields. In particular, we will focus on an example of neural response in macaques. This is a joint work with M. Alonso-Pena and I. Gijbels and corresponds to two published papers in Biometrics (2023) and Journal of the American Statistical Association (2023).

24 Novembre 2023, ore 12

Rosa M. Crujeiras
Galician Center for Mathematical Research and Technology, CITMAga.
University of Santiago de Compostela

In person: Room 34 (4th floor) building CU002 Scienze Statistiche
Webinar: Webinar: https://uniroma1.zoom.us/j/86881977368?pwd=SWRFcVFjMDZTa0lXZk05TE1zNm5adz09
Passcode: 432940

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