Some Uniform Limit Results in Additive Regression Model

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.

21 pages

References in corpus (1)

• Uniform in bandwidth consistency of kernel-type function estimators