Cai, Zongwu; Fan, Jianqing - In: Journal of Multivariate Analysis 75 (2000) 1, pp. 112-142
We study the estimation of the additive components in additive regression models, based on the weighted sample average of regression surface, for stationary [alpha]-mixing processes. Explicit expression of this method makes possible a fast computation and allows an asymptotic analysis. The...