Nonparametric regression estimation for random fields in a fixed-design

DOI10.1007/S11203-005-7332-6zbMATH Open1110.62052arXivmath/0502091OpenAlexW1980085311MaRDI QIDQ882908FDOQ882908

Authors: Mohamed El Machkouri 

Publication date: 24 May 2007

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

Abstract: We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These estimators can attain the optimal rates of uniform convergence and the results apply to a large class of random fields which contains martingale-difference random fields and mixing random fields.

Full work available at URL: https://arxiv.org/abs/math/0502091

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zbMATH Keywords

strong consistencymixingexponential inequalitieskernel estimatorsOrlicz spacesmartingale difference random fieldsfixed-design

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Random fields; image analysis (62M40)

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Cited In (22)

• On local linear regression for strongly mixing random fields
• Nonparametric Regression with Sample Design Following a Random Process
• Uniform strong law of large numbers
• Deviation inequality for Banach-valued orthomartingales
• Kernel estimators for additive models with dependent observations from random fields
• Estimation of the trend function for spatio-temporal models
• A new spatial regression estimator in the multivariate context
• Nonparametric prediction of spatial multivariate data
• Fixed design regression for negatively associated random fields
• Local linear M-estimation for spatial processes in fixed-design models
• Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
• Nonparametric prediction for random fields
• On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data
• Asymptotic normality of kernel estimates in a regression model for random fields
• Simultaneous confidence bands for functional regression models
• Kernel regression estimation with errors-in-variables for random fields
• Asymptotic properties of nonparametric quantile estimation with spatial dependency
• Non-parametric regression for spatially dependent data with wavelets
• Estimators of regression parameters of random fields. II
• Kernel regression estimation for random fields
• Asymptotic normality of the Parzen-Rosenblatt density estimator for strongly mixing random fields
• Exact moderate and large deviations for linear random fields

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