Library Header Image
LSE Research Online LSE Library Services

Spatial smoothing, Nugget effect and infill asymptotics

Lu, Zudi, Tjostheim, Dag and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2008) Spatial smoothing, Nugget effect and infill asymptotics. Statistics and Probability Letters, 78 (18). pp. 3145-3151. ISSN 0167-7152

Download (228kB) | Preview

Identification Number: 10.1016/j.spl.2008.06.002


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:
Additional Information: © 2008 Elsevier B.V.
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 27 May 2009 13:47
Last Modified: 08 Jul 2024 05:57

Actions (login required)

View Item View Item


Downloads per month over past year

View more statistics