Asymptotic normality for the wavelet partially linear additive model components estimation
From MaRDI portal
Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A kernel method of estimating structured nonparametric regression based on marginal integration
- A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods
- A Note on the Convergent Rates of M-Estimates for a Partly Linear Model
- A two-stage spline smoothing method for partially linear models
- A wavelet tour of signal processing. The sparse way.
- Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m
- Additive regression and other nonparametric models
- Additive regression model for stationary and ergodic continuous time processes
- Additive time series: The kernel integration method
- An empirical process approach to the uniform consistency of kernel-type function estimators
- Asymmetric Least Squares Estimation and Testing
- Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
- Asymptotic normality for the wavelets estimator of the additive regression components
- Conditional empirical processes
- Convergence rates for parametric components in a partly linear model
- Convergence rates for partially splined models
- Cross-validation for choosing resolution level for nonlinear wavelet curve estimators
- Curve fitting by polynomial-trigonometric regression
- Density estimation by wavelet thresholding
- Direct estimation of low-dimensional components in additive models.
- Efficiency Bounds for Semiparametric Regression
- Estimation in a semiparametric partially linear errors-in-variables model
- Fitting a bivariate additive model by local polynomial regression
- Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
- General asymptotic confidence bands based on kernel-type function estimators
- General tests of conditional independence based on empirical processes indexed by functions
- General tests of independence based on empirical processes indexed by functions
- Generalized additive models
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 412139 (Why is no real title available?)
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 48302 (Why is no real title available?)
- scientific article; zbMATH DE number 1313655 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 851544 (Why is no real title available?)
- scientific article; zbMATH DE number 3333810 (Why is no real title available?)
- Integration and backfitting methods in additive models -- finite sample properties and comparison
- Introduction to strong mixing conditions. Vol. 3.
- Kernel estimation of a partially linear additive model
- LIL behavior for B-valued strong mixing random variables
- Local linear estimation in partly linear models
- Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results
- Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: asymptotic results
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
- Nonparametric and Semiparametric Estimation of Additive Models with Both Discrete and Continuous Variables under Dependence
- Nonparametric estimation of expectile regression in functional dependent data
- Nonparametric Identification of Nonlinear Time Series: Projections
- On the Estimation of Parameters Restricted by Inequalities
- On the nonparametric estimation of the functional expectile regression
- On the strong approximation of bootstrapped empirical copula processes with applications
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
- On wavelet methods for estimating smooth functions
- One bootstrap suffices to generate sharp uniform bounds in functional estimation
- Probability density estimation from dependent observations using wavelets orthonormal bases
- Quasi-likelihood Estimation in Semiparametric Models
- Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
- Recursive kernel density estimators under a weak dependence condition
- Recursive probability density estimation for weakly dependent stationary processes
- Regression Quantiles
- Renewal type bootstrap for \(U\)-process Markov chains
- Renewal type bootstrap for increasing degree \(U\)-process of a Markov chain
- Robust Estimation of a Location Parameter
- Root-N-Consistent Semiparametric Regression
- Semi-parametric regression: efficiency gains from modeling the nonparametric part
- Series estimation of semilinear models
- Some uniform consistency results in the partially linear additive model components estimation
- Statistical tests in the partially linear additive regression models
- Ten Lectures on Wavelets
- Testing additivity in nonparametric regression under mixing conditions
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
- The dimensionality reduction principle for generalized additive models
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors
- Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
- Uniform consistency and uniform in bandwidth consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional U-statistics involving functional data
- Uniform in bandwidth consistency of conditional U-statistics adaptive to intrinsic dimension in presence of censored data
- Uniform in bandwidth consistency of kernel-type function estimators
- Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions
- Uniform limit theorems for wavelet density estimators
- Wavelet-Based estimation of multivariate regression functions in besov spaces*
- Wavelets, approximation, and statistical applications
- Weak-convergence of empirical conditional processes and conditional \(U\)-processes involving functional mixing data
This page was built for publication: Asymptotic normality for the wavelet partially linear additive model components estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6641351)