Asymptotic distribution;
Almost complete convergence;
Random field;
Nonparametric regression;
Kernel estimate;
Bandwidth;
Robust estimation;
KERNEL DENSITY-ESTIMATION;
RANDOM-FIELDS;
D O I:
10.1016/j.jspi.2010.01.042
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
In this paper, we investigate a nonparametric robust estimation for spatial regression. More precisely, given a strictly stationary random field Z(i) = (X-i, Y-i)(i is an element of NN) (N >= 1), we consider a family of robust nonparametric estimators for a regression function based on the kernel method. Under some general mixing assumptions, the almost complete consistency and the asymptotic normality of these estimators are obtained. A robust procedure to select the smoothing parameter adapted to the spatial data is also discussed. (C) 2010 Elsevier B.V. All rights reserved.
机构:
Univ Buenos Aires, Fac Ciencias Exactas & Nat, RA-1053 Buenos Aires, DF, Argentina
Consejo Nacl Invest Cient & Tecn, RA-1033 Buenos Aires, DF, ArgentinaUniv Buenos Aires, Fac Ciencias Exactas & Nat, RA-1053 Buenos Aires, DF, Argentina
Boente, Graciela
Ruiz, Marcelo
论文数: 0引用数: 0
h-index: 0
机构:Univ Buenos Aires, Fac Ciencias Exactas & Nat, RA-1053 Buenos Aires, DF, Argentina
Ruiz, Marcelo
Zamar, Ruben H.
论文数: 0引用数: 0
h-index: 0
机构:
Univ British Columbia, Vancouver, BC V5Z 1M9, CanadaUniv Buenos Aires, Fac Ciencias Exactas & Nat, RA-1053 Buenos Aires, DF, Argentina