Cookies?
Library Header Image
LSE Research Online LSE Library Services

Spatial smoothing, Nugget effect and infill asymptotics

Lu, Zudi, Tjostheim, Dag and Yao, Qiwei (2008) Spatial smoothing, Nugget effect and infill asymptotics. Statistics and Probability Letters, 78 (18). pp. 3145-3151. ISSN 0167-7152

[img]
Preview
PDF
Download (222Kb) | Preview

Abstract

For spatio-temporal regression models with observations taken regularly in time but irregularly over space, we investigate the effect of spatial smoothing on the reduction of variance in estimating both parametric and nonparametric regression functions. The processes concerned are stationary in time but may be nonstationary over space. Our study indicates that under the infill asymptotic framework, the existence of the so-called nugget effect in either regressor process or noise process is necessary for spatial smoothing to reduce the estimation variance. In particular the nugget effect in the regressor process may lead to a faster convergence rate in estimating nonparametric regression functions.

Item Type: Article
Official URL: http://www.elsevier.com/locate/stapro
Additional Information: © 2008 Elsevier
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Statistics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 27 May 2009 13:47
URL: http://eprints.lse.ac.uk/24133/

Actions (login required)

Record administration - authorised staff only Record administration - authorised staff only