3 papers
math.ST2026
Asymptotic equivalence for nonparametric additive regression
Moritz Jirak, Alexander Meister, Angelika Rohde
We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observ…
math.ST2025
Nonparametric local polynomial regression for functional covariates
Moritz Jirak, Alois Kneip, Alexander Meister +1
We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed,…
math.ST2025
Multivariate root-n-consistent smoothing parameter free matching estimators and estimators of inverse density weighted expectations
Hajo Holzmann, Alexander Meister
Expected values weighted by the inverse of a multivariate density or, equivalently, Lebesgue integrals of regression functions with multivariate regressors occur in various areas o…