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Spatial kernel regression estimation: weak consistency
Lu, ZD; Chen, X
2004-06-15
Source PublicationSTATISTICS & PROBABILITY LETTERS
ISSN0167-7152
Volume68Issue:2Pages:125-136
AbstractIn 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. (C) 2003 Published by Elsevier B.V.
Keywordbandwidth kernel estimator spatial regression mixing spatial processes weak consistency and rates
DOI10.1016/j.spl.2003.08.014
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000222150400001
PublisherELSEVIER SCIENCE BV
Citation statistics
Cited Times:41[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/19583
Collection中国科学院数学与系统科学研究院
Affiliation1.Chinese Acad Sci, MADIS, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
2.Yunnan Univ, Dept Stat, Kunming, Peoples R China
Recommended Citation
GB/T 7714
Lu, ZD,Chen, X. Spatial kernel regression estimation: weak consistency[J]. STATISTICS & PROBABILITY LETTERS,2004,68(2):125-136.
APA Lu, ZD,&Chen, X.(2004).Spatial kernel regression estimation: weak consistency.STATISTICS & PROBABILITY LETTERS,68(2),125-136.
MLA Lu, ZD,et al."Spatial kernel regression estimation: weak consistency".STATISTICS & PROBABILITY LETTERS 68.2(2004):125-136.
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