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    Spatial smoothing, Nugget effect and infill asymptotics

    Access Status
    Fulltext not available
    Authors
    Lu, Zudi
    Tjostheim, D.
    Yao, Q.
    Date
    2008
    Type
    Journal Article
    
    Metadata
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    Citation
    Lu, Zudi and Tjostheim, Dag and Yao, Qiwei. 2008. Spatial smoothing, Nugget effect and infill asymptotics. Statistics and Probability Letters. 78 (18): pp. 3145-3151.
    Source Title
    Statistics and Probability Letters
    DOI
    10.1016/j.spl.2008.06.002
    ISSN
    01677152
    Faculty
    Department of Mathematics and Statistics
    School of Science
    Faculty of Science and Engineering
    Remarks

    The link to the journal's home page is: http://www.elsevier.com/wps/find/journaldescription.cws_home/505573/description#description

    Copyright © 2008 Elsevier B.V. All rights reserved.

    URI
    http://hdl.handle.net/20.500.11937/35135
    Collection
    • Curtin Research Publications
    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.

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