Fourier series approximation of separable models
The authors consider Fourier series estimators of additive nonparametric models. They describe a Fourier direct separation method to build an estimator of the regression curve, both for uniform and random data. The convergence and asymptotic optimality of this method is proved. Many numerical tests are presented. The computational efficiency of this procedure is compared with other known methods.
scientific article; zbMATH DE number 1872838