Some Uniform Limit Results in Additive Regression Model |
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| Authors: | Mohammed Debbarh |
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| Institution: | 1. LSTA, Université Paris 6 , Paris, France debbarh@ccr.jussieu.fr |
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| Abstract: | 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. |
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| Keywords: | Additive model Curse of dimensionality Marginal integration Non parametric multivariate regression |
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