4 papers
Adaptive estimation of an additive regression function from weakly dependent data
Christophe Chesneau, Jalal M. Fadili, Bertrand Maillot
A -dimensional nonparametric additive regression model with dependent observations is considered. Using the marginal integration technique and wavelets methodology, we develop a…
Asymptotic Normality of the Additive Regression Components for Continuous Time Processes
Mohammed Debbarh, Bertrand Maillot
In multivariate regression estimation, the rate of convergence depends on the dimension of the regressor. This fact, known as the curse of the dimensionality, motivated several wor…
Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data
Bertrand Maillot, Vivian Viallon
In this paper, we establish uniform-in-bandwidth limit laws of the logarithm for nonparametric Inverse Probability of Censoring Weighted (I.P.C.W.) estimators of the multivariate r…
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…