Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields

DOI10.1007/S11203-011-9052-4zbMATH Open1274.62235arXiv1008.1342OpenAlexW1969210198MaRDI QIDQ453773FDOQ453773

Authors: Mohamed El Machkouri 

Publication date: 28 September 2012

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Abstract: We prove the asymptotic normality of the kernel density estimator (introduced by Rosenblatt (1956) and Parzen (1962)) in the context of stationary strongly mixing random fields. Our approach is based on the Lindeberg's method rather than on Bernstein's small-block-large-block technique and coupling arguments widely used in previous works on nonparametric estimation for spatial processes. Our method allows us to consider only minimal conditions on the bandwidth parameter and provides a simple criterion on the (non-uniform) strong mixing coefficients which do not depend on the bandwith.

Full work available at URL: https://arxiv.org/abs/1008.1342

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zbMATH Keywords

central limit theoremkernel density estimatorspatial processesstrongly mixing random fields

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Random fields (60G60)

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Cited In (11)

• On the asymptotic normality of kernel density estimators for causal linear random fields
• Strong consistency of a kernel-based rule for spatially dependent data
• On local linear regression for strongly mixing random fields
• Asymptotic normality of kernel type density estimators for random fields
• A new spatial regression estimator in the multivariate context
• On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
• Nonparametric prediction of spatial multivariate data
• On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data
• Kernel regression estimation with errors-in-variables for random fields
• On the consistency of a new kernel rule for spatially dependent data
• On the asymptotic normality of frequency polygons for strongly mixing spatial processes

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