Estimation in semiparametric spatial regression

doi:10.1214/009053606000000317

CSpace

	Estimation in semiparametric spatial regression
	Gao, Jiti ; Lu, Zudi ; Tjostheim, Dag
	2006-06-01
发表期刊	ANNALS OF STATISTICS
ISSN	0090-5364
卷号	34 期号:3 页码:1395-1435
摘要	Nonparametric methods have been very popular in the last couple of decades in time series and regression, but no such development has taken place for spatial models. A rather obvious reason for this is the curse of dimensionality. For spatial data on a grid evaluating the conditional mean given its closest neighbors requires a four-dimensional nonparametric regression. In this paper a serniparametric spatial regression approach is proposed to avoid this problem. An estimation procedure based on combining the so-called marginal integration technique with local linear kernel estimation is developed in the serniparametric spatial regression setting. Asymptotic distributions are established under some mild conditions. The same convergence rates as in the one-dimensional regression case are established. An application of the methodology to the classical Mercer and Hall wheat data set is given and indicates that one directional component appears to be nonlinear, which has gone unnoticed in earlier analyses.
关键词	additive approximation asymptotic theory conditional autoregression local linear kernel estimate marginal integration semiparametric regression spatial mixing process
DOI	10.1214/009053606000000317
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000239471300012
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3912
专题	中国科学院数学与系统科学研究院
通讯作者	Gao, Jiti
作者单位	1.Univ Western Australia, Sch Math & Stat, Nedlands, WA 6009, Australia 2.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Univ London London Sch Econ & Polit Sci, Dept Stat, London WC2A 2AE, England 4.Univ Bergen, Dept Math, N-5007 Bergen, Norway
推荐引用方式 GB/T 7714	Gao, Jiti,Lu, Zudi,Tjostheim, Dag. Estimation in semiparametric spatial regression[J]. ANNALS OF STATISTICS,2006,34(3):1395-1435.
APA	Gao, Jiti,Lu, Zudi,&Tjostheim, Dag.(2006).Estimation in semiparametric spatial regression.ANNALS OF STATISTICS,34(3),1395-1435.
MLA	Gao, Jiti,et al."Estimation in semiparametric spatial regression".ANNALS OF STATISTICS 34.3(2006):1395-1435.