A general framework for circular local likelihood regression

This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of the conditional mean, or a transformation of it, is carried out nonparametrically, by maximizing the circular local likelihood. The problem of selecting the smoothing parameter is also addressed, as well as bias and variance computation. The 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.