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Estimation in semiparametric spatial regression

delete2006-06-01
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OA
AI
J
Jiti Gao *
Z
Zudi Lu
D
Dag Tjøstheim
DOI:10.1214/009053606000000317delete
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Abstract

Abstract

En 中文
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.
Keywords:
additive approximation
asymptotic theory
conditional autoregression
local linear kernel estimate
marginal integration
semiparametric regression
spatial mixing process
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Journal

Annals of Statistics cover
Annals of Statistics
IF:
3.7
Papers:
2.8K
Citations:
2.9W

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