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Kernel density estimation on random fields

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  • Tran, Lanh Tat

Abstract

Let ZN, N >= 1, denote the integer lattice points in the N-dimensional Euclidean space. Asymptotic normality of kernel estimators of the multivariate density of stationary random fields indexed by ZN is established. Appropriate choices of the bandwiths are found. The random fields are assumed to satisfy some mixing conditions. The results apply to many spatial models.

Suggested Citation

  • Tran, Lanh Tat, 1990. "Kernel density estimation on random fields," Journal of Multivariate Analysis, Elsevier, vol. 34(1), pages 37-53, July.
    • Handle: RePEc:eee:jmvana:v:34:y:1990:i:1:p:37-53
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