Local polynomial trend regression for spatial data on $\mathbb{R}^d$
| Autor: | Kurisu, Daisuke, Matsuda, Yasumasa |
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| Rok vydání: | 2022 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | This paper develops a general asymptotic theory of local polynomial (LP) regression for spatial data observed at irregularly spaced locations in a sampling region $R_n \subset \mathbb{R}^d$. We adopt a stochastic sampling design that can generate irregularly spaced sampling sites in a flexible manner including both pure increasing and mixed increasing domain frameworks. We first introduce a nonparametric regression model for spatial data defined on $\mathbb{R}^d$ and then establish the asymptotic normality of LP estimators with general order $p \geq 1$. We also propose methods for constructing confidence intervals and establishing uniform convergence rates of LP estimators. Our dependence structure conditions on the underlying processes cover a wide class of random fields such as L\'evy-driven continuous autoregressive moving average random fields. As an application of our main results, we discuss a two-sample testing problem for mean functions and their partial derivatives. Comment: 54 pages, 1 figure |
| Databáze: | arXiv |
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