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

DOI10.1007/s11203-011-9052-4zbMath1274.62235arXiv1008.1342OpenAlexW1969210198MaRDI QIDQ453773

Mohamed El Machkouri

Publication date: 28 September 2012

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

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

zbMATH Keywords

spatial processescentral limit theoremkernel density estimatorstrongly mixing random fields

Mathematics Subject Classification ID

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

Related Items (10)

On local linear regression for strongly mixing 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 ⋮ Kernel regression estimation with errors-in-variables for random fields ⋮ On the asymptotic normality of kernel density estimators for causal linear random fields ⋮ 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 ⋮ Strong consistency of a kernel-based rule for spatially dependent data ⋮ A new spatial regression estimator in the multivariate context

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