Spatial kernel regression estimation: weak consistency
In this paper, we introduce a kernel method to estimate a spatial conditional regression under mixing spatial processes. Some preliminary statistical properties including weak consistency and convergence rates are investigated. The sufficient conditions on mixing coefficients and the bandwidth are established to ensure distribution-free weak consistency, which requires no assumption on the regressor and allows the mixing coefficients decreasing to zero slowly. However, to achieve an optimal convergence rate, some requirements on the regressor and the decreasing rate of mixing coefficients tending to zero are needed.
Volume (Year): 68 (2004)
Issue (Month): 2 (June)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ioannides, D. & Roussas, G. G., 1987. "Note on the uniform convergence of density estimates for mixing random variables," Statistics & Probability Letters, Elsevier, vol. 5(4), pages 279-285, June.
- Boente, Graciela & Fraiman, Ricardo, 1988. "Consistency of a nonparametric estimate of a density function for dependent variables," Journal of Multivariate Analysis, Elsevier, vol. 25(1), pages 90-99, April.
- Tran, L. T. & Yakowitz, S., 1993. "Nearest Neighbor Estimators for Random Fields," Journal of Multivariate Analysis, Elsevier, vol. 44(1), pages 23-46, January.
- Tran, Lanh Tat, 1990. "Kernel density estimation on random fields," Journal of Multivariate Analysis, Elsevier, vol. 34(1), pages 37-53, July.
- Masry, Elias & Györfi, László, 1987. "Strong consistency and rates for recursive probability density estimators of stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 22(1), pages 79-93, June.
- Marc Hallin & Zudi Lu & Lanh T. Tran, 2001. "Density estimation for spatial linear processes," ULB Institutional Repository 2013/2109, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Michel Carbon & Lanh T. Tran, 1996. "Kernel density estimation on random fields: the L1 theory," ULB Institutional Repository 2013/2065, ULB -- Universite Libre de Bruxelles.
- Kulkarni, P. M., 1992. "Estimation of parameters of a two-dimensional spatial autoregressive model with regression," Statistics & Probability Letters, Elsevier, vol. 15(2), pages 157-162, September.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:68:y:2004:i:2:p:125-136. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.