Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs

DOI10.1007/BF02530543zbMath1056.62031MaRDI QIDQ1768124

Kanchan Mukherjee, Soumendra Nath Lahiri

Publication date: 14 March 2005

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02530543

zbMATH Keywords

random field; central limit theorem; strong mixing; long range dependence; infill sampling; stochastic design; spatial sampling design; increasing-domain asymptotics

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M30: Inference from spatial processes

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

Related Items

The Dependent Random Weighting, Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs, Resampling methods for spatial regression models under a class of stochastic designs, Bootstrapping the empirical distribution function of a spatial process, A general frequency domain method for assessing spatial covariance structures, Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap, Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs, A frequency domain empirical likelihood method for irregularly spaced spatial data, On the non-standard distribution of empirical likelihood estimators with spatial data, Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes, Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic properties of the LSE in a regression model with long-memory stationary errors
• A caution on mixing conditions for random fields
• M-estimators in linear models with long range dependent errors
• Behavior of robust estimators in the regression model with dependent errors
• Asymptotic distribution of the empirical spatial cumulative distribution function predictor and prediction bands based on a subsampling method
• Equivalent mixing conditions for random fields
• Mixing: Properties and examples
• Maximum likelihood estimation of models for residual covariance in spatial regression
• M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations
• Nonparametric Estimation of the Moments of a General Statistic Computed from Spatial Data
• Prediction of Spatial Cumulative Distribution Functions Using Subsampling
• Probability Inequalities for Sums of Bounded Random Variables
• On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance