Density estimation and regression analysis on S^d in the presence of measurement error

Abstract

This paper studies density estimation and regression analysis with contaminated data observed on the unit hypersphere S d for d ∈ N. Our methodology and theory are based on harmonic analysis on general S d . We establish novel nonparametric density and regression estimators, and study their asymptotic properties including the rates of convergence and asymptotic distributions. We also provide asymptotic confidence intervals based on the asymptotic distributions of the estimators and on the empirical likelihood technique. We present practical details on implementation as well as the results of numerical studies.