  In this paper, we develop nonparametric inference on spatial regression
models as an extension of Lu and Tj\ostheim(2014), which develops nonparametric
inference on density functions of stationary spatial processes under domain
expanding and infill (DEI) asymptotics. In particular, we derive multivariate
central limit theorems of mean and variance functions of nonparametric spatial
regression models. Built upon those results, we propose a method to construct
confidence bands for mean and variance functions.
