中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
Estimation in semiparametric spatial regression

文献类型：期刊论文

作者Gao, Jiti; Lu, Zudi; Tjostheim, Dag
刊名ANNALS OF STATISTICS
出版日期2006-06-01
卷号34期号:3页码:1395-1435
关键词additive approximation asymptotic theory conditional autoregression local linear kernel estimate marginal integration semiparametric regression spatial mixing process
ISSN号0090-5364
DOI10.1214/009053606000000317
英文摘要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.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000239471300012
出版者INST MATHEMATICAL STATISTICS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/3911]  
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.

入库方式： OAI收割

来源：数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。