Asymptotic normality for the wavelets estimator of the additive regression components

DOI10.1016/J.CRMA.2006.10.003zbMATH Open1101.62038OpenAlexW2056748803MaRDI QIDQ857121FDOQ857121

Authors: Mohammed Debbarh 

Publication date: 14 December 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.10.003

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Central limit and other weak theorems (60F05)

Cites Work

• Title not available (Why is that?)
• Mixing: Properties and examples
• Some Limit Theorems for Stationary Processes
• Additive regression and other nonparametric models
• Density estimation in Besov spaces
• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
• Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series
• Wavelets, approximation, and statistical applications
• Recursive probability density estimation for weakly dependent stationary processes
• Adaptive confidence interval for pointwise curve estimation.
• Wavelet Methods for Curve Estimation
• Wavelet threshold estimation for additive regression models
• Additive time series: The kernel integration method
• Title not available (Why is that?)
• Wavelet linear density estimator for a discrete-time stochastic process: \(L_ p\)-losses
• Title not available (Why is that?)

Cited In (6)

• Adaptive estimation of an additive regression function from weakly dependent data
• Asymptotic normality for the wavelet partially linear additive model components estimation
• Title not available (Why is that?)
• Asymptotic normality of the additive regression components for continuous time processes
• Asymptotic normality of wavelet estimator in heteroscedastic regression model
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes

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