圆形期望分位数
Circular Expectiles
AI总结:
本文引入基于弦距的圆形期望分位数,将线性期望分位数扩展到方向数据。推导了相关函数表示并给出几何解释,证明了最小化器的存在性和唯一性。定义了经验圆形期望分位数并证明其唯一性、一致性和渐近正态性,还指出在圆形测量中的应用。
摘要:
在本文中,我们引入基于弦距的非对称圆形损失函数的最小化器——圆形期望分位数。与线性期望分位数准则不同,由此产生的圆形优化问题是非凸的,因此存在性和唯一性需要单独分析。该构造将线性期望分位数扩展到方向数据,同时保留圆形均值作为对应于α = 1/2的对称情况。我们推导了目标函数和相关识别函数的基本表示,并给出了一种几何解释,推广了圆形均值的相应表示。此外,我们证明了在圆上具有正密度的分布的最小化器的存在性和唯一性。经验圆形期望分位数是通过使用样本圆形均值作为圆上诱导线性顺序的参考方向来定义的。我们证明了经验期望分位数的唯一性,以及它的一致性和有限维渐近正态性。最后,我们指出了在圆形离散度、偏度和对称性诊断测量中的可能应用。
英文摘要:
In this work, we introduce circular expectiles as minimizers of an asymmetric circular loss function based on chord distance. In contrast to the linear expectile criterion, the resulting circular optimization problem is non-convex, so existence and uniqueness require a separate analysis. The construction extends linear expectiles to directional data while preserving the circular mean as the symmetric case corresponding to $α=1/2$. We derive basic representations of the objective function and the associated identification function, and give a geometric interpretation that generalizes the corresponding representation for the circular mean. Furthermore, we prove the existence and uniqueness of the minimizers for distributions with positive density on the circle. The empirical circular expectile is defined by using the sample circular mean as reference direction for the induced linear order on the circle. We prove the uniqueness of the empirical expectile, as well as its consistency and finite-dimensional asymptotic normality. Finally, we indicate possible applications to circular measures of dispersion, skewness, and symmetry diagnostics.
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