Some uniform limit results in additive regression model

被引：2
|
作者：
Debbarh, Mohammed [1 ]
机构：
[1] Univ Paris 06, LSTA, F-75013 Paris, France
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2008年 / 37卷 / 19期
关键词：
additive model; curse of dimensionality; marginal integration; non parametric multivariate regression;
D O I：
10.1080/03610920802065065
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In the setting of additive regression model components estimation, we establish some uniform limit results in probability. Our results allow to give an asymptotic simultaneous 100% confidence band for these components. These results are stated in the framework of i.i.d random vectors when the marginal integration estimation method is used.
引用
收藏
页码：3090 / 3114
页数：25
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