Local polynomial trend regression for spatial data on $\mathbb{R}^d$
- Resource Type
- Working Paper
- Authors
- Kurisu, Daisuke; Matsuda, Yasumasa
- Source
- Subject
- Mathematics - Statistics Theory
- Language
This paper develops a general asymptotic theory of local polynomial (LP) regression for spatial data observed at irregularly spaced locations in a sampling region $R_n \subset \mathbb{R}^d$. We adopt a stochastic sampling design that can generate irregularly spaced sampling sites in a flexible manner including both pure increasing and mixed increasing domain frameworks. We first introduce a nonparametric regression model for spatial data defined on $\mathbb{R}^d$ and then establish the asymptotic normality of LP estimators with general order $p \geq 1$. We also propose methods for constructing confidence intervals and establishing uniform convergence rates of LP estimators. Our dependence structure conditions on the underlying processes cover a wide class of random fields such as L\'evy-driven continuous autoregressive moving average random fields. As an application of our main results, we discuss a two-sample testing problem for mean functions and their partial derivatives.
Comment: 54 pages, 1 figure