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math.ST2007
Some Uniform Limit Results in Additive Regression Model
Mohammed Debbarh
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.…
math.ST2007
Additive Regression Model for Continuous Time Processes
Mohammed Debbarh, Bertrand Maillot
In the setting of additive regression model for continuous time process, we establish the optimal uniform convergence rates and optimal asymptotic quadratic error of additive regre…