Some Uniform Limit Results in Additive Regression Model

DOI10.1080/03610920802065065MaRDI QIDQ5494952zbMATH OpenOpenAlexFDO

Authors Mohammed Debbarh

Publication date 30 July 2014

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0706.1161

zbMATH Keywords

additive modelcurse of dimensionalitymarginal integrationnonparametric multivariate regression

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Abstract: We establish some uniform limit results in the setting of additive regression model estimation. Our results allow to give an asymptotic 100% confidence bands for these components. These results are stated in the framework of i.i.d random vectors when the marginal integration estimation method is used.

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Cites work

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Cited in

(3)

• Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data
• Some uniform consistency results in the partially linear additive model components estimation
• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation

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