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Pré-Publication, Document De Travail Année : 2011

KERNEL SPATIAL DENSITY ESTIMATION IN INFINITE DIMENSION SPACE

Résumé

In this paper, we propose a nonparametric estimation of the spatial density of a functional stationary random field. This later is with values in some infinite dimensional space and admitted a density with respect to some reference measure. The weak and strong consistencies of the estimator are shown and rates of convergence are given. Special attention is paid to the links between the probabilities of small balls in the concerned infinite dimensional space and the rates of convergence. The practical use and the behavior of the estimator are illustrated through some simulations and a real data application.
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Dates et versions

hal-00955728 , version 1 (14-04-2014)

Identifiants

  • HAL Id : hal-00955728 , version 1

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Sophie Dabo-Niang, Anne-Françoise Yao. KERNEL SPATIAL DENSITY ESTIMATION IN INFINITE DIMENSION SPACE. 2011. ⟨hal-00955728⟩
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