Exploring spatial nonlinearity using additive approximation
文献类型：期刊论文
| 作者 | Lu, Zudi; Lundervold, Arvid; Tjostheim, Dag; Yao, Qiwei |
| 刊名 | BERNOULLI
 |
| 出版日期 | 2007-05-01 |
| 卷号 | 13期号:2页码:447-472 |
| 关键词 | additive approximation alpha-mixing asymptotic normality auto-normal specification backfitting nonparametric kernel estimation spatial models uniform convergence |
| ISSN号 | 1350-7265 |
| DOI | 10.3150/07-BEJ5093 |
| 英文摘要 | We propose to approximate the conditional expectation of a spatial random variable given its nearestneighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of catching nonlinear features in spatial data and exploring local dependence structures. Our approach is different from both Markov field methods and disjunctive kriging. The asymptotic properties of the additive estimators have been established for alpha-mixing spatial processes by extending the theory of the backfitting procedure to the spatial case. This facilitates the confidence intervals for the component functions, although the asymptotic biases have to be estimated via (wild) bootstrap. Simulation results are reported. Applications to real data illustrate that the improvement in describing the data over the auto-normal scheme is significant when nonlinearity or non-Gaussianity is pronounced. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000247425700007 |
| 出版者 | INT STATISTICAL INST |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/4832]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Lu, Zudi |
| 作者单位 | 1.Univ London London Sch Econ & Polit Sci, Dept Stat, London WC2A 2AE, England 2.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Univ Bergen, Dept Physiol, N-5007 Bergen, Norway 4.Univ Bergen, Dept Math, N-5007 Bergen, Norway 5.Peking Univ, Guanghua Sch Management, Beijing 100871, Peoples R China 6.Curtin Univ Technol, Dept Math & Stat, Perth, WA 6001, Australia |
| 推荐引用方式 GB/T 7714 | Lu, Zudi,Lundervold, Arvid,Tjostheim, Dag,et al. Exploring spatial nonlinearity using additive approximation[J]. BERNOULLI,2007,13(2):447-472. |
| APA | Lu, Zudi,Lundervold, Arvid,Tjostheim, Dag,&Yao, Qiwei.(2007).Exploring spatial nonlinearity using additive approximation.BERNOULLI,13(2),447-472. |
| MLA | Lu, Zudi,et al."Exploring spatial nonlinearity using additive approximation".BERNOULLI 13.2(2007):447-472. |
入库方式： OAI收割
来源：数学与系统科学研究院
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