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

页码：3090 / 3114

页数：25

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