Experiments with central-limit properties of spatial samples from locally covariant random fields
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Abstract
When spatial samples are statistically dependent, the classical estimator of sample-mean standard deviation is well known to be inconsistent. For locally dependent samples, however, consistent estimators of sample-mean standard deviation can be constructed. The present paper investigates the sampling properties of one such estimator, designated as the tau estimator of sample-mean standard deviation. In particular, the asymptotic normality properties of standardized sample means based on tau estimators are studied in terms of computer experiments with simulated sample-mean distributions. The effects of both sample size and dependency levels among samples are examined for various value of tau (denoting the size of the spatial kernel for the estimator). The results suggest that even for small degrees of spatial dependency, the tau estimator exhibits significantly stronger normality properties than does the classical estimator of standardized sample means.
| Publication type | Article |
|---|---|
| Publication Subtype | Journal Article |
| Title | Experiments with central-limit properties of spatial samples from locally covariant random fields |
| Series title | Regional Science and Urban Economics |
| DOI | 10.1016/0166-0462(92)90036-Z |
| Volume | 22 |
| Issue | 3 |
| Year Published | 1992 |
| Language | English |
| Publisher | Elsevier |
| Description | 17 p. |
| First page | 387 |
| Last page | 403 |