On the consistency of a new kernel rule for spatially dependent data
From MaRDI portal
Publication:2406805
DOI10.1016/j.spl.2017.08.008zbMath1381.62262OpenAlexW2747251443MaRDI QIDQ2406805
Publication date: 6 October 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.08.008
Random fields; image analysis (62M40) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
Related Items (6)
On nonparametric conditional quantile estimation for non-stationary random fields ⋮ Consistency of the simple mode of a density for spatial processes ⋮ Nonparametric discrimination of areal functional data ⋮ Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data ⋮ On the consistency of mode estimate for spatially dependent data ⋮ Strong consistency of a kernel-based rule for spatially dependent data
Cites Work
- Unnamed Item
- Unnamed Item
- Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields
- Kernel regression estimation for random fields
- An equivalence theorem for \(L_ 1\) convergence of the kernel regression estimate
- Kernel density estimation for random fields. (Density estimation for random fields)
- Nonparametric spatial prediction
- Optimal asymptotic quadratic errors of density estimators on random fields.
- Asymptotic theory of weakly dependent stochastic processes
This page was built for publication: On the consistency of a new kernel rule for spatially dependent data