Confidence bands for multivariate and time dependent inverse regression models

BERNOULLI, pp. 144-175, 2015.

Cited by: 6|Views0

Abstract:

Uniform asymptotic confidence bands for a multivariate regression function in an inverse regression model with a convolution-type operator are constructed. The results are derived using strong approximation methods and a limit theorem for the supremum of a stationary Gaussian field over an increasing system of sets. As a particular applic...More

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