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Comptes Rendus Mathématique
Volume 339, n° 10
pages 717-720 (novembre 2004)
Doi : 10.1016/j.crma.2004.09.028
Received : 2 July 2003 ;  accepted : 27 September 2004
Loi du logarithme itéré pour les composantes du modèle additif de régression
Law of iterated logarithm for additive regression model components.
 

Mohammed Debbarh
L.S.T.A., université de Paris 6, 175, rue du Chevaleret, 75013 Paris, France 

Résumé

Dans le cadre des modèles additifs de régression, cette Note établit la loi du logarithme itéré pour les estimateurs des composantes additives obtenues par la méthode d'intégration marginale. Nos résultats sont établis dans le cas de vecteurs aléatoires indépendants et identiquement distribués. Pour citer cet article : M. Debbarh, C. R. Acad. Sci. Paris, Ser. I 339 (2004).

The full text of this article is available in PDF format.
Abstract

In the setting of the additive model of the regression function, we study the iterated logarithm law for this model components pertaining with the marginal integration estimation method. Our results are stated in the i.i.d. random vectors framework. To cite this article: M. Debbarh, C. R. Acad. Sci. Paris, Ser. I 339 (2004).

The full text of this article is available in PDF format.


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