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Main Authors: Jirak, Moritz, Meister, Alexander, Rohde, Angelika
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2602.10274
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author Jirak, Moritz
Meister, Alexander
Rohde, Angelika
author_facet Jirak, Moritz
Meister, Alexander
Rohde, Angelika
contents We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observed, whose dimension equals the number of additive components. The shift depends on the additive components of the regression function and solely the one- and two-dimensional marginal distributions of the covariates via an explicitly specified bounded but non-compact linear operator~$Γ$. The number of additive components $d$ is allowed to increase moderately with respect to the sample size. In the special case of pairwise independent components of the covariates, the white noise model decomposes into $d$ independent univariate processes. Moreover, we study approximation in some semiparametric setting where $Γ$ splits into a multiplication operator and an asymptotically negligible Hilbert-Schmidt operator.
format Preprint
id arxiv_https___arxiv_org_abs_2602_10274
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Asymptotic equivalence for nonparametric additive regression
Jirak, Moritz
Meister, Alexander
Rohde, Angelika
Statistics Theory
62G08, 62B15
We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observed, whose dimension equals the number of additive components. The shift depends on the additive components of the regression function and solely the one- and two-dimensional marginal distributions of the covariates via an explicitly specified bounded but non-compact linear operator~$Γ$. The number of additive components $d$ is allowed to increase moderately with respect to the sample size. In the special case of pairwise independent components of the covariates, the white noise model decomposes into $d$ independent univariate processes. Moreover, we study approximation in some semiparametric setting where $Γ$ splits into a multiplication operator and an asymptotically negligible Hilbert-Schmidt operator.
title Asymptotic equivalence for nonparametric additive regression
topic Statistics Theory
62G08, 62B15
url https://arxiv.org/abs/2602.10274