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- W2005934922 abstract "In the present paper, we are mainly concerned with the partially linear additive model defined, for a measurable function , by where Zi = (Zi, 1, …, Zip)⊤ and Xi = (X1, i, …, Xid)⊤ are vectors of explanatory variables, is a vector of unknown parameters, m1, …, md are unknown univariate real functions, and ϵ1, …, ϵn are independent random errors with mean zero, finite variances σϵ, and a.s. We establish exact rates of strong uniform consistency of the non linear additive components of the model estimated by the marginal integration device with the kernel method. Our proofs are based upon the modern empirical process theory in the spirit of the works of Einmahl and Mason (2000) Einmahl, U., Mason, D.M. (2000). An empirical process approach to the uniform consistency of kernel-type function estimators. J. Theoret. Probab. 13(1): 1–37.[Crossref], [Web of Science ®] , [Google Scholar] and Deheuvels and Mason (2004) Deheuvels, P., Mason, D.M. (2004). General asymptotic confidence bands based on kernel-type function estimators. Stat. Inference Stoch. Process. 7(3): 225–277.[Crossref] , [Google Scholar] relative to uniform deviations of non parametric kernel-type estimators." @default.
- W2005934922 created "2016-06-24" @default.
- W2005934922 creator A5007451102 @default.
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- W2005934922 date "2013-12-02" @default.
- W2005934922 modified "2023-09-25" @default.
- W2005934922 title "Some uniform consistency results in the partially linear additive model components estimation" @default.
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- W2005934922 doi "https://doi.org/10.1080/03610926.2013.861491" @default.
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