A functional central limit theorem on non-stationary random fields with nested spatial structure

被引:0
|
作者
Xu, Leshun [1 ,2 ]
Lee, Alan [1 ]
Lumley, Thomas [1 ]
机构
[1] Univ Auckland, Dept Stat, Auckland, New Zealand
[2] Simon Fraser Univ, Dept Stat & Actuarial Sci, Burnaby, BC, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Functional central limit theorem; Strongly-mixing coefficient; Nested sampling method; Random fields; INVARIANCE-PRINCIPLE;
D O I
10.1007/s11203-022-09273-9
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we establish a functional central limit theorem on high dimensional random fields in the context of model-based survey analysis. For strongly-mixing non-stationary random fields, we provide an upper bound for the fourth moment of the finite population total. This inequality is the generalization of a key tool for proving functional central limit theorems in Rio (Asymptotic theory of weakly dependent random processes, Springer, Berlin, 2017). Under the nested sampling strategy, we introduce assumptions on strongly-mixing coefficients and quantile functions to show that a functional stochastic process asymptotically approaches to a Gaussian process.
引用
收藏
页码:215 / 234
页数:20
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