Kernel density estimation for stationary random fields

MaRDI QIDQ5419508zbMATH OpenFDO

Authors Mohamed El Machkouri

Publication date 10 June 2014

Full work available at URL https://arxiv.org/abs/1109.2694, http://alea.impa.br/articles/v11/11-10.pdf

zbMATH Keywords

\(m\)-dependent random fieldscentral limit theoremkernel density estimatornonparametric estimationphysical dependence measurerate of convergencespatial processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random fields (60G60) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Abstract: In this paper, under natural and easily verifiable conditions, we prove the $mathbb{L}^1$-convergence and the asymptotic normality of the Parzen-Rosenblatt density estimator for stationary random fields of the form $$, $$, where $$ are i.i.d real random variables and $g$ is a measurable function defined on $$. Such kind of processes provides a general framework for stationary ergodic random fields. A Berry-Esseen's type central limit theorem is also given for the considered estimator.

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Cited in

(21)

• Density estimation for nonisotropic random fields
• Kernel density estimation for random fields. (Density estimation for random fields)
• On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data
• Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method
• Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields
• On local linear regression for strongly mixing random fields
• Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields
• Kernel density estimators for random fields satisfying an interlaced mixing condition
• On the asymptotic normality of kernel density estimators for causal linear random fields
• Kernel density estimation for random fields: TheL₁Theory
• Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields
• Kernel partial least squares for stationary data
• Exact moderate and large deviations for linear random fields
• Stationary and invariant densities and disintegration kernels
• Bandwidth selector for nonparametric recursive density estimation for spatial data defined by stochastic approximation method
• Estimation of entropy for Poisson marked point processes
• Almost sure convergence of kernel density estimators for weakly dependent random fields
• Central limit theorems for kernel type density estimators
• U-statistics of local sample moments under weak dependence
• Kernel density estimation on random fields
• Asymptotics of kernel density estimators on weakly associated random fields

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