Kernel spatial density estimation in infinite dimension space

Sophie Dabo-Niang, Anne Françoise Yao

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we propose a nonparametric method to estimate the spatial density of a functional stationary random field. This latter is with values in some infinite dimensional normed space and admitted a density with respect to some reference measure. We study both the weak and strong consistencies of the considered estimator and also give some rates of convergence. Special attention is paid to the links between the probabilities of small balls and the rates of convergence of the estimator. The practical use and the behavior of the estimator are illustrated through some simulations and a real data application.

Original languageEnglish
Pages (from-to)19-52
Number of pages34
JournalMetrika
Volume76
Issue number1
DOIs
Publication statusPublished - 1 Jan 2013
Externally publishedYes

Keywords

  • Density estimation
  • Functional variables
  • Infinite dimensional space
  • Mixing conditions
  • Random fields
  • Small balls probabilities

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