Asymptotic theory for nonparametric regression with spatial data
From MaRDI portal
Publication:738039
consistencyheterogeneitynonparametric regressioncentral limit theoremweak dependencespatial datalong range dependence
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Applications of statistics to economics (62P20) Central limit and other weak theorems (60F05)
Recommendations
- Nonparametric spatial regression under near-epoch dependence
- Spatial nonparametric regression estimation: Non-isotropic case
- Non-parametric regression for spatially dependent data with wavelets
- Robust nonparametric estimation for spatial regression
- Asymptotic properties of nonparametric regression for long memory random fields
Cites work
- scientific article; zbMATH DE number 3147986 (Why is no real title available?)
- scientific article; zbMATH DE number 3965276 (Why is no real title available?)
- scientific article; zbMATH DE number 88843 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- A central limit theorem for endogenous locations and complex spatial interactions
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Cross-Section Regression with Common Shocks
- Curve Estimates
- Density estimation for spatial linear processes
- Edge effects and efficient parameter estimation for stationary random fields
- Estimation in semiparametric spatial regression
- Estimation of a time series model from unequally spaced data
- Exploring spatial nonlinearity using additive approximation
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
- Kernel density estimation for spatial processes: The \(L_{1}\) theory
- Kernel density estimation on random fields
- Large-sample inference for nonparametric regression with dependent errors
- Local linear spatial regression
- Modified Whittle estimation of multilateral models on a lattice
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- Nearest neighbor estimators for random fields
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process
- Nonparametric regression with long-range dependence
- ON STATIONARY PROCESSES IN THE PLANE
- On smoothed probability density estimation for stationary processes
- Parameter estimation for a stationary process on a d-dimensional lattice
- ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
- Spatial econometrics. Statistical foundations and applications to regional convergence.
Cited in
(51)- Local polynomial trend regression for spatial data on \(\mathbb{R}^d\)
- Robust nonparametric estimation for spatial regression
- Exploring spatial nonlinearity using additive approximation
- QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA
- Series estimation under cross-sectional dependence
- Optimal sampling designs for nonparametric estimation of spatial averages of random fields
- Non-nested testing of spatial correlation
- Asymptotic theory for varying coefficient regression models with dependent data
- Spatial semiparametric model with endogenous regressors
- Spatial nonparametric regression estimation: Non-isotropic case
- Smooth coefficient models with endogenous environmental variables
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Nonparametric regression estimation based on spatially inhomogeneous data: minimax global convergence rates and adaptivity
- Inference in a similarity-based spatial autoregressive model
- Lack of fit test for long memory regression models
- Spatially smoothed kernel densities with application to crop yield distributions
- Nonparametric doubly robust estimation of causal effect on networks in observational studies
- Spatial long memory
- Spatial autoregressions with an extended parameter space and similarity-based weights
- Smooth estimation of error distribution in nonparametric regression under long memory
- Nonparametric regression for locally stationary random fields under stochastic sampling design
- Nonparametric relative error regression for spatial random variables
- Editorial. Moment restriction-based econometric methods: an overview
- Statistical inference on regression with spatial dependence
- A semiparametric model for heterogeneous panel data with fixed effects
- Spatial dependence in option observation errors
- Specification Test for Spatial Autoregressive Models
- Inference without smoothing for large panels with cross-sectional and temporal dependence
- The nonparametric estimation of long memory spatio-temporal random field models
- Nearest neighbors estimation for long memory functional data
- Asymptotics of estimators for nonparametric multivariate regression models with long memory
- Nonparametric spatial regression under near-epoch dependence
- On nonparametric inference for spatial regression models under domain expanding and infill asymptotics
- Profile likelihood estimation of spatial varying coefficient stratified autocorrelation model and its application
- Expectile regression for spatial functional data analysis (sFDA)
- Multivariate frequency polygon for stationary random fields
- Nonparametric spatial regression with spatial autoregressive error structure
- Variable selection in heterogeneous panel data models with cross‐sectional dependence
- Efficient closed-form estimation of large spatial autoregressions
- Nonparametric estimation of probability density functions for irregularly observed spatial data
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Inference on modelling cross-sectional dependence for a varying-coefficient model
- Nonparametric trending regression with cross-sectional dependence
- Local linear estimation for regression models with locally stationary long memory errors
- Estimation in a semiparametric panel data model with nonstationarity
- Nonparametric recursive density estimation for spatial data
- Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data
- Autoregressive spatial spectral estimates
- Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data
- Uniform Nonparametric Inference for Spatially Dependent Panel Data
This page was built for publication: Asymptotic theory for nonparametric regression with spatial data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q738039)
