The Rate of Asymptotic Normality of Frequency Polygon Density Estimation for Spatial Random Fields ()
1. Introduction
Denote the integer lattice points in the N-dimensional Euclidean space by
for
. Let
be a strictly stationary random field with common density
on the real line R. Throughout this paper, let
,
,
denote
(
) for
and
, and
. The limit process
denotes
for some constant
.
For a set of sites
,
denotes the σ-field generated by the random variables
.
denotes the cardinality of S, and
denotes the Euclidean distance between S and
, that is
. We will use the following mixing coefficient
(1)
where C is some positive constant,
as
, and
is a symmetric positive function nondecreasing in each variable.
If
, then
is called strongly mixing. In Carbon et al. [1] , it is assumed that h satisfies either
(2)
or
(3)
where
. Conditions (2) and (3) are also used by Neaderhouser [2] and Takahata [3] , respectively and are weaker than the strong mixing condition.
In recent years, there is a growing interest in statistical problem for random fields, because spatial data are modeled as finite observations of random fields. For asymptotic properties of kernel density estimators for spatial random fields, one can refer to Tran [4] , Hallin et al. [5] [6] , Cheng et al. [7] , El Machkouri [8] [9] , Wang and Woodroofe [10] , among others. For spatial regression models, see, Biau and Cadre [11] , Lu and Chen [12] , Hallin et al. [13] , Gao et al. [14] , Carbon et al. [15] , Dabo-Niang and Yao [16] .
The purpose of this paper is going to investigate the convergence rate of asymptotic normality of frequency polygon estimation of density function for mixing random fields. The frequency polygon has the advantage to be conceptually and computationally simple. Furthermore, Scott [17] showed that the rate of convergence of frequency polygon is superior to the histogram for smooth densities, and similar to those of kernel estimators. In recent years, frequency polygon estimator is given increasing attention. For example, key references that can be found for non-spatial random variables are Scott [17] , Beirlant et al. [18] , Carbon et al. [19] , Yang [20] , Xin et al. [21] , etc. For spatial random fields, the references on frequency polygon are Carbon [11] , Carbon et al [1] , Bensad and Dabo-Niang [22] and El Machkouri [23] . For continuous indexed random fields, Bensad and Dabo-Niang [22] derived the integrated mean squared error of frequency polygon and the optimal uniform strong rate of convergence. For discretely indexed random fields, Carbon [24] obtained the optimal bin width based on asymptotically minimize integrated error and the rate of uniform convergence, Carbon [1] derived the asymptotic normality of frequency polygon under the mixing conditions that the function h in (1.1) satisfies (2) or (3), El Machkouri [23] established the asymptotic normality of frequency polygon for strongly mixing coefficients (that is,
). However, the convergence rate of asymptotic normality of frequency polygon has not been discussed in these literature. In this paper, we will prove a Berry-Esseen bound of frequency polygon and the convergence rate of asymptotic normality under weaker mixing conditions, which include strongly mixing condition.
This paper is organized as follows: Next section presents the main results. Section 3 gives some lemmas, which will be used later. Section 4 provides the proofs of theorems. Throughout this paper, the letter C will be used to denote positive constants whose values are unimportant and may vary, but not dependent on
.
2. Main Results
Suppose that we observe
on a rectangular region
. Consider a partition
of the real line into equal intervals
of length
, where
is the bin width and
. For
, consider the two adjacent histogram bins
and
. Denote the number of observations falling in these intervals respectively by
and
. Then the values of the histogram in these previous bins are given by
(4)
Thus the frequency polygon estimation of the density function
is defined as follows
(5)
for
.
We know that the curve estimated by the frequency polygon is a non-smooth curve, but it tends to be a smooth density curve as the interval length
of interpolation gradually tends to zero. So we always assume that
tends to zero as
. In addition, we need the following basic assumptions.
Assumption (A1) The density
with bounded derivative. For all
and some constant
,
where
is the conditional density of
given
.
Assumption (A2) The random field
satisfies (1) with
for some
.
Under Assumption (A2), we can take
such that
, then
. Carefully checking the proof of Theorem 3.1 in Carbon et al [1] , we find that the conditions (2) and (3) are not used, in fact, it only uses the positive constant
. Therefore, by Theorem 3.1 in Carbon et al. [1] , we obtain the following result on asymptotic variance.
Proposition 1 Suppose that Assumption (A1) and (A2) are satisfied. Then, for
, we have
(6)
where
(7)
It should be reminded that, as in Remark 3 in El Machkouri (2013), it should be
instead of
for the asymptotic variance
.
Let
,
and
denote the distribution function of
. Now we give our main results as follow.
Theorem 1. Suppose that Assumption (A1) and (A2) hold. Assume that there exist integers
and
such that
(8)
where
and
. Then, for
such that
and as
, we have
(9)
where
and
.
Remark 1. In the theorem above, it does not need to assume that
because
from (8).
Theorem 1 provides a general result for Berry-Esseen bound of frequency polygon estimation. Some specific bounds can be obtained by choosing different
, p and q.
Theorem 2. Suppose that Assumption (A1) and (A2) hold. Let
for some
. Denote that
,
and
for some
.
1) If
and
(10)
2) or if (2) is satisfied and
(11)
3) or if (3) is satisfied and
(12)
then, for
such that
and as
, we have
(13)
Carbon [24] proved that the optimal bin width for asymptotical mean square error
(14)
where
, when
. For the optimal bin width, it is ease to get the following result by Theorem 2.
Corollary 1. Suppose that Assumption (A1) and (A2) hold and
. Let
. 1) If
(15)
for some
, then, for
such that
,
(16)
2) If
tends to zero exponentially fast as u tends to infinity, then, for
such that
,
(17)
Remark 2. The asymptotic normality of frequency polygon under the strongly mixing conditions established by Carbon [1] and El Machkouri [23] . As far as we know, however, the convergence rate of asymptotic normality has not been studied. Our conclusions make an effort in this respect.
3. Lemmas
In the later proof, we need to estimate the upper bounds of covariance and variance of dependent variables. The following two lemmas give the upper bounds of covariance and variance respectively.
Lemma 1. Roussas and Ioannides [25] suppose that
and
are
- measurable and
-measurable random variables, respectively. If
a.s. and
a.s., then
(18)
Let
(19)
Lemma 2. Gao et al. [26] let assumption (A1) and (A2) be satisfied. Suppose that the integer vectors
,
and
satisfy
for
. Then there exists a positive constant C, which is no depending on
,
and
, such that
(20)
Lemma 3. Lemma 3.7 in Yang [27] suppose that
and
are two random variable sequences,
is a positive constant sequence, and
. If
(21)
then for any
,
(22)
4. Proofs
Proof of Theorem 1 We will use the methodology of using “small” and “big” blocks which is similar to that of Carbon et al. [1] . For
, define
(23)
and
. Then
(24)
Now we divide
into the sum of large blocks and the sum of small blocks. According to the block size method, we assume
and
satisfy (8). Assume for some integer vector
, we have
. If it is not this case, there will be a remainder term in the splitting block, but it will not change the proof much. For
, let
an so on. Note that
Finally
For each integer
, define
(25)
and
. Then
(26)
Enumerate the random variables
in an arbitrary manner and refer to them as
. Note that
. Using Theorem 4 in Rio [28] or Lemma 4.5 in Carbon et al. [29] [30] , there exists
, independent random variables, independent of
with the same law verifying
(27)
Let
and
. Thus
(28)
By Lemma 3, it is sufficient to show that
(29)
(30)
and
(31)
Obviously, from (27)
(32)
it follows (29). Now consider that
(33)
Note that
(34)
By Lemma 2,
(35)
Define
. By Lemma 1,
(36)
Combining (34)-(36), we have
(37)
similarly,
for
. Thus, we obtain (30) from (33).
Finely, to show that (31). Clearly,
(38)
Define
. Recalling (36), we have
(39)
and by Lemma 2
(40)
Combining (38)-(40) yields that
and
, so that
from
. Hence
(41)
Let
. Note that
for
. From (40), we have
(42)
yields (31) by Berry-Esseen theorem. Complete the proof.
Proof of Theorem 2 In Theorem 1, take
and
where
and
for
and
. Notes that
. Then
(43)
(44)
(45)
First consider the case (1), that is that
and the condition (10) holds. At this time, we have
(46)
The condition (10) implies that
. Combining this with (45) and (46), we can get that
(47)
(48)
From (43),(44), (47) and (48), it is ease to know that
(49)
It follows the desired result (13). For the case (2) and the case (3), the proving methods are similar to the method used to prove the case (1). Complete the proof.
5. Conclusion
The frequency polygon estimation has the advantage of simple calculation. It can save calculation cost in the face of large data, so it is a valuable and worth studying method. In the existing literature, the asymptotic normality of the frequency polygon estimation has been studied, but its convergence rate has not been established. This paper proves a Berry-Esseen bound of the frequency polygon and derives the convergence rate of asymptotic normality under weaker mixing conditions. In particularly, for the optimal bin width
, it is showed that the convergence rate of asymptotic normality reaches to
when mixing coefficient tends to zero exponentially fast. These conclusions show that the asymptotic normality of the frequency polygon estimator also has a good convergence rate under the dependent samples. Therefore, when the sample size is large, the normal distribution can be used to give a better confidence interval estimation.
Acknowledgements
This research was supported by the Natural Science Foundation of China (11461009) and the Scientific Research Project of the Guangxi Colleges and Universities (KY2015YB345).