Journal
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume 205, Issue -, Pages 92-114Publisher
ELSEVIER
DOI: 10.1016/j.jspi.2019.06.006
Keywords
Nadaraya-Watson estimator; Strong mixing; Random fields; Asymptotic normality; Physical dependence measure
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Funding
- National Natural Science Foundation of China [11601375]
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We investigate the asymptotic normality of the Nadaraya-Watson kernel regression estimator for irregularly spaced data collected on a finite region of the lattice Z(d) where d is a positive integer. The results are stated for strongly mixing random fields in the sense of Rosenblatt (1956) and for weakly dependent random fields in the sense of Wu (2005). Only minimal conditions on the bandwidth parameter and simple conditions on the dependence structure of the data are assumed. (C) 2019 Elsevier B.V. All rights reserved.
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