Non-parametric Regression for Spatially Dependent Data with Wavelets

Abstract

We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The rates are optimal modulo a logarithmic factor in some cases. As an application, we estimate the regression function with multidimensional wavelets which are not necessarily isotropic. We simulate random fields on planar graphs with the concept of concliques (cf. Kaiser et al. [2012]) in numerical examples of the estimation procedure.