Asymptotic normality of frequency polygons for random fields

Michel Carbon (1, 2) , Christian Francq (3, 4) , Lanh Tat Tran

1 ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz]
2 IRMAR - Institut de Recherche Mathématique de Rennes
3 EQUIPPE - Economie Quantitative, Intégration, Politiques Publiques et Econométrie
4 CREST - Centre de Recherche en Économie et Statistique

The purpose of this paper is to investigate asymptotic normality of the frequency polygon estimator of a stationary mixing random field indexed by multidimensional lattice points space Z(N). Appropriate choices of the bandwidths are found.

Domaines: Applications [stat.AP]

Michel Carbon, Christian Francq, Lanh Tat Tran. Asymptotic normality of frequency polygons for random fields. Journal of Statistical Planning and Inference, 2010, 140 (2), pp.502-514. ⟨10.1016/j.jspi.2009.07.028⟩. ⟨hal-00632201⟩