Local polynomial trend regression for spatial data on Rd

Abstract

This paper develops a general asymptotic theory of local polynomial (LP) regression for spatial data observed at irregularly spaced locations in a sampling region $R_n\subset {\mathbb{R}}^d$. We adopt a stochastic sampling design that can generate irregularly spaced sampling sites in a flexible manner including both pure increasing and mixed increasing domain frameworks. We first introduce a nonparametric regression model for spatial data defined on ${\mathbb{R}}^d$ and then establish the asymptotic normality of LP estimators with general order $p\ge 1$. We also propose methods for constructing confidence intervals and establish uniform convergence rates of LP estimators. Our dependence structure conditions on the underlying processes cover a wide class of random fields such as Lévy-driven continuous autoregressive moving average random fields. As an application of our main results, we discuss a two-sample testing problem for mean functions and their partial derivatives.