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.
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Volume (Year): 68 (2004)
Issue (Month): 2 (June)
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- Tran, Lanh Tat, 1990. "Kernel density estimation on random fields," Journal of Multivariate Analysis, Elsevier, vol. 34(1), pages 37-53, July.
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- 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.
- 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.
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