Gao, Jiti and Lu, Zudi and Tjostheim, Dag (2003): Semiparametric spatial regression: theory and practice.

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Abstract
Nonparametric methods have been very popular in the last couple of decades in time series and regression, but no such development has taken place for spatial models. A rather obvious reason for this is the curse of dimensionality. For spatial data on a grid evaluating the conditional mean given its closest neighbors requires a four dimensional nonparametric regression. In this paper, a semiparametric spatial regression approach is proposed to avoid this problem. An estimation procedure based on combining the socalled marginal integration technique with local linear kernel estimation is developed in the semiparametric spatial regression setting. Asymptotic distributions are established under some mild conditions. The same convergence rates as in the onedimensional regression case are established. An application of the methodology to the classical Mercer wheat data set is given and indicates that one directional component appears to be nonlinear, which has gone unnoticed in earlier analyses.
Item Type:  MPRA Paper 

Original Title:  Semiparametric spatial regression: theory and practice 
Language:  English 
Keywords:  Additive approximation; asymptotic theory, conditional autoregression; local linear kernel estimate; marginal integration; semiparametric regression; spatial mixing process 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C14  Semiparametric and Nonparametric Methods: General 
Item ID:  11991 
Depositing User:  jiti Gao 
Date Deposited:  08 Dec 2008 08:38 
Last Modified:  06 Oct 2019 06:47 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/11991 