Some Uniform Limit Results in Additive Regression Model

TL;DR

This paper derives uniform limit results for additive regression models, enabling the construction of asymptotic confidence bands for model components using marginal integration in an i.i.d. setting.

Contribution

It provides new uniform limit theorems that facilitate the creation of confidence bands in additive regression models.

Findings

Uniform limit results established for additive regression components

Asymptotic 100% confidence bands derived for model components

Results applicable in i.i.d. data with marginal integration estimation

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.