Fixed design regression for negatively associated random fields

被引:3
|
作者
Gu, Wentao [1 ,2 ]
Tran, Lanh Tat [1 ,2 ]
机构
[1] Zhejiang Gongshang Univ, Hangzhou, Zhejiang, Peoples R China
[2] Indiana Univ Bloomington, Bloomington, IN USA
关键词
associated random fields; fixed design; KERNEL DENSITY-ESTIMATION; RANDOM-VARIABLES; ASYMPTOTIC NORMALITY; TIME-SERIES;
D O I
10.1080/10485250802280218
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
Data collected on the surface of the earth at different sites often have two- or three-dimensional coordinates associated with it. We assume a simple setting where these sites are integer lattice points, say, ZN, N 1, in the N-dimensional Euclidean space RN. Denote n = (n1, , nN)ZN and In = {i: iZN, 1 iknk, k = 1, , N}. Consider a simple regression model where the design points xni's and the responses Yni's are related as follows: Yni = g(xni)+ni, iIn, where xni's are fixed design points taking values in a compact subset of Rd and where g is a bounded real-valued function defined on Rd and ni are negatively associated random disturbances with zero means and finite variances. The function g(x) is estimated by a general linear smoother gn(x). The asymptotic normality of the estimate gn(x) is established under weak conditions, and general conditions under which the bias gn(x) tends to zero are also determined.
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页码:345 / 363
页数:19
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