Some Uniform Limit Results in Additive Regression Model

Details Some Uniform Limit Results in Additive Regression Model Some Uniform Limit Results in Additive Regression Model

2007-06-08

arxiv.org/abs/0706.1161v1

Mathematics

Statistics Theory

21 pages

Scientific paper

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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