KMS Of Academy of mathematics and systems sciences, CAS
Spatial kernel regression estimation: weak consistency | |
Lu, ZD; Chen, X | |
2004-06-15 | |
发表期刊 | STATISTICS & PROBABILITY LETTERS |
ISSN | 0167-7152 |
卷号 | 68期号:2页码:125-136 |
摘要 | 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. (C) 2003 Published by Elsevier B.V. |
关键词 | bandwidth kernel estimator spatial regression mixing spatial processes weak consistency and rates |
DOI | 10.1016/j.spl.2003.08.014 |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Statistics & Probability |
WOS记录号 | WOS:000222150400001 |
出版者 | ELSEVIER SCIENCE BV |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/19583 |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Lu, ZD |
作者单位 | 1.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 |
推荐引用方式 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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