The Rate of Asymptotic Normality of Frequency Polygon Density Estimation for Spatial Random Fields

This paper is to investigate the convergence rate of asymptotic normality of frequency polygon estimation for density function under mixing random fields, which include strongly mixing condition and some weaker mixing conditions. A Berry-Esseen bound of frequency polygon is established and the convergence rates of asymptotic normality are derived. In particularly, for the optimal bin width 1 5 ˆ opt b C − = n , it is showed that the convergence rate of asymptotic normality reaches to ( ) 2 5 1 3 ˆ N − + n when mixing coefficient tends to zero exponentially fast.


Introduction
Denote the integer lattice points in the N-dimensional Euclidean space by N Z for 1 be a strictly stationary random field with common density ( ) f x on the real line R. Throughout this paper, let ( ) , , , , , , ( ) where C is some positive constant, ( ) 0 u ϕ ↓ as u → ∞ , and ( ) , h n m is a symmetric positive function nondecreasing in each variable.
is called strongly mixing.In Carbon et al. [1], it is assumed that h satisfies either or ( ) ( ) . 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.
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]  strongly mixing coefficients (that is, 1 h ≡ ).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 n .

Main Results
Suppose that we observe { } X n on a rectangular region { } of length b n , where b n is the bin width and 0, 1, 2, ) ) Thus the frequency polygon estimation of the density function ( ) ) ) 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 b n of in- terpolation gradually tends to zero.So we always assume that b n tends to zero as → ∞ n .In addition, we need the following basic assumptions.
Assumption (A1) The density ( ) . 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 ) ) where ( ) ( ) n n (7) It should be reminded that, as in Remark 3 in El Machkouri (2013), it should be ( ) . Now we give our main results as follow.
Theorem 1. Suppose that Assumption (A1) and (A2) hold.Assume that there exist integers p p = → ∞ where ( ) ( ) ( ) . Then, for x such that ( ) 0 where 2) or if (2) is satisfied and 3) or if (3) is satisfied and then, for x such that ( ) 0 f x > and as → ∞ n , we have Carbon [24] proved that the optimal bin width for asymptotical mean square error ( ) where . 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 ) for some ( ) ) 2) If ( ) u ϕ tends to zero exponentially fast as u tends to infinity, then, for x such that ( ) .
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.

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 ξ and η are ( ) .
Lemma 2. Gao et al. [26] let assumption (A1) and (A2) be satisfied.Suppose that the integer vectors ( ) , , , N m m m = m  and ( ) Then there exists a positive constant C, which is no depending on n , a and m , such that Lemma 3. Lemma 3.7 in Yang [27] suppose that { } is a positive constant sequence, and 0 then for any 0

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 ( ) ( ) ( ) and Now we divide ( )

S x
n into the sum of large blocks and the sum of small blocks.According to the block size method, we assume q p < and , p q satisfy (8).Assume for some integer vector ( ) , , N N n r p q n r p q =+ =+  .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   1 j r , let ( ) ) . , Enumerate the random variables 1, , : U   n j 1 j r in an arbitrary manner and refer to them as Theorem 4 in Rio [28] or Lemma 4.5 in Carbon et al. [29] [30], there exists ˆˆ1 , ˆˆ, .
Let ( ) By Lemma 3, it is sufficient to show that ( ) ( ) .
Obviously, from (27) ( ) it follows (29).Now consider that ( ) , . : By Lemma 2, , , ˆ, i i 1 j j r j j i n j i n j n 1 j j r j j i n j i n n 1 j j r j j i n j i n j n 1 j j r j j n Cov n i i n j j n j j ( ) Combining ( 34)-(36), we have , 2 N i ≤ ≤ .Thus, we obtain (30) from (33).

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 ˆN − + n 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.
+ .Then the values of the histogram in these previous bins are given by ( ) ( )

1 .
In the theorem above, it does not need to assume that 4, a general result for Berry-Esseen bound of frequency polygon estimation.Some specific bounds can be obtained by choosing different b n , p and q.Theorem 2. Suppose that Assumption (A1) and (A2) hold.Let b