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Statistical Inference for Additive Monotone Models under the Fixed Lattice Design

Ren, Huachen
arXiv (All) · Papers
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62g08methodologystatistics-theory
We study statistical inference for least squares estimators (LSEs) in additive monotone models under a general fixed lattice design. We establish joint limiting distributions for the LSEs and show that the estimators of different additive components are asymptotically independent. The form of the li
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