On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data

被引：5

作者：

El Machkouri, Mohamed ^{[1
]}

Fan, Xiequan ^{[2
]}

Reding, Lucas ^{[1
]}

机构：

[1] Univ Rouen Normandie, Lab Math Raphael Salem, UMR CNRS 6085, Rouen, France

[2] Tianjin Univ, Ctr Appl Math, Tianjin, Peoples R China

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2020年 / 205卷

基金：

中国国家自然科学基金;

关键词：

Nadaraya-Watson estimator; Strong mixing; Random fields; Asymptotic normality; Physical dependence measure; CENTRAL-LIMIT-THEOREM; INEQUALITY; MODEL;

D O I：

10.1016/j.jspi.2019.06.006

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：

We investigate the asymptotic normality of the Nadaraya-Watson kernel regression estimator for irregularly spaced data collected on a finite region of the lattice Z(d) where d is a positive integer. The results are stated for strongly mixing random fields in the sense of Rosenblatt (1956) and for weakly dependent random fields in the sense of Wu (2005). Only minimal conditions on the bandwidth parameter and simple conditions on the dependence structure of the data are assumed. (C) 2019 Elsevier B.V. All rights reserved.

引用

页码：92 / 114

页数：23

共 50 条

[21] Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence
Zhi-Ming Luo
Gyu Moon Song
Tae Yoon Kim
[J]. Journal of the Korean Statistical Society, 2011, 40 : 425 - 435
[22] An Improved Nadaraya-Watson Kernel Regression Method Based on Cross Validation for Small Samples
Zhou, Yuqing
Li, Fengping
Li, Pei
Zhou, Hongming
Xue, Wei
Hu, Wenchao
[J]. INTERNATIONAL JOINT CONFERENCE ON APPLIED MATHEMATICS, STATISTICS AND PUBLIC ADMINISTRATION (AMSPA 2014), 2014, : 162 - 168
[23] A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator
Glad, IK
[J]. STATISTICS & PROBABILITY LETTERS, 1998, 37 (01) : 101 - 108
[24] A Fast Approximation of the Nadaraya-Watson Regression with the k-Nearest Neighbor Crossover Kernel
Ito, Toshio
Hamada, Naoki
Ohori, Kotaro
Higuchi, Hiroyuki
[J]. 2020 7TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING & MACHINE INTELLIGENCE (ISCMI 2020), 2020, : 39 - 44
[25] Sensor validation and fusion using the Nadaraya-Watson statistical estimator
Wellington, SJ
Atkinson, JK
Sion, RP
[J]. PROCEEDINGS OF THE FIFTH INTERNATIONAL CONFERENCE ON INFORMATION FUSION, VOL I, 2002, : 321 - 326
[26] Explicit Formula for Asymptotic Higher Moments of the Nadaraya-Watson Estimator
Geenens, Gery
[J]. SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 2014, 76 (01): : 77 - 100
[27] On the asymptotic behaviour of the recursive Nadaraya-Watson estimator associated with the recursive sliced inverse regression method
Bercu, Bernard
Thi Mong Ngoc Nguyen
Saracco, Jerome
[J]. STATISTICS, 2015, 49 (03) : 660 - 679
[28] PAC learning using Nadaraya-Watson estimator based on orthonormal systems
Qiao, HZ
Rao, NSV
Protopopescu, V
[J]. ALGORITHMIC LEARNING THEORY, 1997, 1316 : 146 - 160
[29] Nadaraya-Watson estimator for stochastic processes driven by stable Levy motions
Long, Hongwei
Qian, Lianfen
[J]. ELECTRONIC JOURNAL OF STATISTICS, 2013, 7 : 1387 - 1418
[30] Statistics of Nadaraya-Watson estimator errors in surrogate-based optimization
Wan, Zailong
Igusa, Takeru
[J]. OPTIMIZATION AND ENGINEERING, 2006, 7 (03) : 385 - 397

← 1 2 3 4 5 →