Kernel density estimation on random fields

Let ZN, N >= 1, denote the integer lattice points in the N-dimensional Euclidean space. Asymptotic normality of kernel estimators of the multivariate density of stationary random fields indexed by ZN is established. Appropriate choices of the bandwiths are found. The random fields are assumed to satisfy some mixing conditions. The results apply to many spatial models.

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Year of publication:	1990
Authors:	Tran, Lanh Tat
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 34.1990, 1, p. 37-53
Publisher:	Elsevier
Keywords:	random field mixing bandwith kernel site

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199376