Jpn J Stat Data Sci https://doi.org/10.1007/s42081-018-0014-6 Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs Eika Yamada Received: 28 November 2017 / Accepted: 21 May 2018 Japanese Federation of Statistical Science Associations 2018 Abstract In this study, we derive the asymptotic normality of a class of rank estimators in a simple spatial linear regression model, when errors form a strongly mixing random ﬁeld and when the spatial data are both on the lattice and on the irregularly spaced spatial sites. This result in turn is used to investigate the asymptotic relative efﬁciency (ARE) of these estimators relative to the LSE. In addition, we conduct numerical experiments under both the lattice and the irregu- larly spaced sampling, which lends support to the robustness of these estimators compared to the LSE. Keywords Spatial regression Strong-mixing random ﬁeld Spatial sampling designs Rank estimator Robustness Asymptotic normality 1 Introduction The least-squares estimator (LSE) is a popular estimator because it has desirable properties under regularity conditions and is always easily available. However, it is well known that it is not robust against heavy-tail error distributions. On the other hand, rank estimators are
Japanese Journal of Statistics and Data Science – Springer Journals
Published: Jun 5, 2018
It’s your single place to instantly
discover and read the research
that matters to you.
Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.
All for just $49/month
Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly
Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.
Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.
Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.
All the latest content is available, no embargo periods.
“Hi guys, I cannot tell you how much I love this resource. Incredible. I really believe you've hit the nail on the head with this site in regards to solving the research-purchase issue.”Daniel C.
“Whoa! It’s like Spotify but for academic articles.”@Phil_Robichaud
“I must say, @deepdyve is a fabulous solution to the independent researcher's problem of #access to #information.”@deepthiw
“My last article couldn't be possible without the platform @deepdyve that makes journal papers cheaper.”@JoseServera