Exploring spatial nonlinearity using additive approximation

doi:10.3150/07-BEJ5093

	Exploring spatial nonlinearity using additive approximation
	Lu, Zudi ; Lundervold, Arvid ; Tjostheim, Dag ; Yao, Qiwei
刊名	BERNOULLI
	2007-05-01
卷号	13 期号:2 页码:447-472
关键词	additive approximation alpha-mixing asymptotic normality auto-normal specification backfitting nonparametric kernel estimation spatial models uniform convergence
ISSN号	1350-7265
DOI	10.3150/07-BEJ5093
英文摘要	We propose to approximate the conditional expectation of a spatial random variable given its nearestneighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of catching nonlinear features in spatial data and exploring local dependence structures. Our approach is different from both Markov field methods and disjunctive kriging. The asymptotic properties of the additive estimators have been established for alpha-mixing spatial processes by extending the theory of the backfitting procedure to the spatial case. This facilitates the confidence intervals for the component functions, although the asymptotic biases have to be estimated via (wild) bootstrap. Simulation results are reported. Applications to real data illustrate that the improvement in describing the data over the auto-normal scheme is significant when nonlinearity or non-Gaussianity is pronounced.
WOS研究方向	Mathematics
语种	英语
出版者	INT STATISTICAL INST
WOS记录号	WOS:000247425700007
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/4832]
专题	中国科学院数学与系统科学研究院
通讯作者	Lu, Zudi
作者单位	1.Univ London London Sch Econ & Polit Sci, Dept Stat, London WC2A 2AE, England 2.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 3.Univ Bergen, Dept Physiol, N-5007 Bergen, Norway 4.Univ Bergen, Dept Math, N-5007 Bergen, Norway 5.Peking Univ, Guanghua Sch Management, Beijing 100871, Peoples R China 6.Curtin Univ Technol, Dept Math & Stat, Perth, WA 6001, Australia
推荐引用方式 GB/T 7714	Lu, Zudi,Lundervold, Arvid,Tjostheim, Dag,et al. Exploring spatial nonlinearity using additive approximation[J]. BERNOULLI,2007,13(2):447-472.
APA	Lu, Zudi,Lundervold, Arvid,Tjostheim, Dag,&Yao, Qiwei.(2007).Exploring spatial nonlinearity using additive approximation.BERNOULLI,13(2),447-472.
MLA	Lu, Zudi,et al."Exploring spatial nonlinearity using additive approximation".BERNOULLI 13.2(2007):447-472.