Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
417067 | Computational Statistics & Data Analysis | 2010 | 14 Pages |
Abstract
Results on asymptotic and finite sample properties of an estimator of a nonlinear regression function when errors are spatially correlated, and when the spatial dependence structure is unknown are derived. The proposed method is based on a generalized nonlinear least squares approach, taking into account the spatial covariance. Weak consistency of the regression parameters estimator is derived, along with its asymptotic Gaussian limit. The behavior of the proposed estimator is illustrated with a simulation study, considering different correlation structures in R2R2 and a more general case including a spatial covariate. The method is also applied to two real data cases.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Rosa M. Crujeiras, Ingrid Van Keilegom,