Asymptotic theory for nonparametric regression with spatial data
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central limit theoremconsistencyheterogeneitylong range dependencenonparametric regressionspatial dataweak dependence
Central limit and other weak theorems (60F05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20)
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Cited in
(57)- Spatial nonparametric regression estimation: Non-isotropic case
- Asymptotic theory for varying coefficient regression models with dependent data
- Inference on modelling cross-sectional dependence for a varying-coefficient model
- Nonparametric relative error regression for spatial random variables
- Autoregressive spatial spectral estimates
- Inference without smoothing for large panels with cross-sectional and temporal dependence
- Spatially smoothed kernel densities with application to crop yield distributions
- Efficient closed-form estimation of large spatial autoregressions
- Nonparametric regression for locally stationary random fields under stochastic sampling design
- Expectile regression for spatial functional data analysis (sFDA)
- Asymptotics of estimators for nonparametric multivariate regression models with long memory
- Spatial long memory
- Nearest neighbors estimation for long memory functional data
- On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
- Exploring spatial nonlinearity using additive approximation
- A semiparametric model for heterogeneous panel data with fixed effects
- The nonparametric estimation of long memory spatio-temporal random field models
- Optimal sampling designs for nonparametric estimation of spatial averages of random fields
- Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Non-nested testing of spatial correlation
- Nonparametric estimation of probability density functions for irregularly observed spatial data
- Spatial dependence in option observation errors
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- Nonparametric trending regression with cross-sectional dependence
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- Smooth coefficient models with endogenous environmental variables
- Variable selection in heterogeneous panel data models with cross‐sectional dependence
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- Spatial autoregressions with an extended parameter space and similarity-based weights
- Inference in a similarity-based spatial autoregressive model
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- QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
- Multivariate frequency polygon for stationary random fields
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- Nonparametric spatial regression under near-epoch dependence
- Statistical inference on regression with spatial dependence
- Lack of fit test for long memory regression models
- Series estimation under cross-sectional dependence
- Robust nonparametric estimation for spatial regression
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