Optimal Almost Sure Rate of Convergence for the Wavelets Estimator in the Partially Linear Additive Models
Abstract
:1. Introduction
- Contributions of this paper. In this study, we seek to establish the optimal almost sure convergence rate of wavelet estimators for each component function in partially linear additive regression models (PLAM). Our work substantially extends and refines earlier theoretical findings, in particular those reported by [43,80,81,82]. Rather than merely synthesizing existing methodologies, we rigorously examine the dual challenges posed by mixing dependence structures—commonly arising in both time series and spatial data—and the complexities introduced by wavelet expansions. To meet these challenges, we employ advanced large-sample theory, the mixing conditions proposed by [71], and the sophisticated wavelet expansion techniques discussed in [79]. By integrating these elements, we can derive optimal almost sure convergence results that remain valid beyond the standard assumption of independent and identically distributed observations. Crucially, even in the simpler i.i.d. setting, the optimal almost sure convergence rate of wavelet estimators for component functions in additive regression models has not been fully determined. Addressing this unresolved issue constitutes a key contribution to our work and highlights the significant theoretical and technical developments required to advance the field. In previous works [71,75,76,78,79,83], wavelet-based techniques have been employed to address multivariate regression. However, in these studies, the convergence rate was shown to depend on the dimension of the covariates, causing performance to deteriorate as the number of covariates increases. As a result, larger sample sizes become necessary to draw robust conclusions. In contrast, the principal contribution of the present paper lies in achieving a dimension-free convergence rate, which offers a significant advantage in practical applications.
- Paper organization. The subsequent sections provide the essential background, introduce the primary model, and present the theoretical findings. In Section 2, we offer a concise overview of wavelets, Besov spaces, and wavelet estimators, which collectively serve as the foundational framework for our later developments. Section 3 then elaborates on the partially linear additive model and specifies the estimators that constitute the core of our analysis. Next, Section 4 outlines the principal assumptions and formally states our main theoretical contributions, including detailed assertions regarding the asymptotic normality of each additive component. Section 5 concludes by underscoring the key results and proposing directions for further study. To maintain a coherent narrative, the complete proofs of the central theorems are deferred to Section 6, while the Appendix A consolidates additional lemmas and other technical derivations, thereby preserving the continuity of the main exposition.
2. Wavelets and Besov Space
- 1.
- For all integers j,
- 2.
- 3.
- For any ,
- 4.
- There exists a scaling function , normalized such that
- 1.
- Orthonormal Basis for :
- 2.
- Orthonormal Basis for :
- 3.
- Regularity and Compact Support: Each shares the same regularity as , and both and have compact support contained within for some .
- (B.1)
- (B.2)
Linear Wavelets Regression Estimators
3. Presentation of Estimators
3.1. The Marginal Integration Method
3.2. Estimation of the Model’s Parameter
4. Main Results
- (G.1)
- The density is continuous and bounded away from 0 on .
- (G.2)
- One of the following holds:
- (i)
- is bounded and uniformly continuous on ,or
- (ii)
- belongs to a Besov space for some , .
- (G.3)
- For all , we have
- (G.4)
- (i)
- For all , the functions are Lipschitz continuous of order .
- (ii)
- .
- (iii)
- The function belongs to the Besov space for some , .
- (G.5)
- The process is -mixing with a mixing coefficient satisfying
- (H.1)
- As ,
- (H.2)
- As ,
- (H.3)
- As ,
- (M.1)
- and are bounded.
- (Q.1)
- Each is bounded and continuous for all . Moreover, is bounded and uniformly continuous on for all .
- (Q.2)
- The function belongs to a Besov space for some , , for all .
- (R.1)
- The multiresolution analysis is r-regular.
- (M.1)′
- There exists a measurable envelope function such that for all ,
- (M.1)″
- Consider a nonnegative, continuous, and nondecreasing function defined on . Assume that for some , as :
- 1.
- for some ;
- 2.
- for some .
4.1. The Conditional Distribution Function
4.2. Relative-Error Prediction
- 1.
- Finance: Managers can utilize this model to enhance risk assessment and optimize portfolio strategies. By capturing nonlinear dependencies among market variables, the model yields more precise forecasts and deeper insights into asset behavior, thereby supporting more informed investment decisions.
- 2.
- Biology: In research and development, the ability to detect and quantify nonlinear effects assists in guiding resource allocation and experimental design, ultimately leading to more efficient innovation and product development strategies.
- 3.
- Engineering: In engineering contexts, our method’s robust estimation of critical performance indicators—despite the presence of complex nonlinear interactions—substantially enhances operational control and system optimization. This increased precision enables managers to implement quality control measures that are both accurate and reliable, ensuring that engineering systems consistently perform within established standards.
5. Concluding Remarks
6. Proofs
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
Appendix A
Besov Spaces
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Chokri, K.; Bouzebda, S. Optimal Almost Sure Rate of Convergence for the Wavelets Estimator in the Partially Linear Additive Models. Symmetry 2025, 17, 394. https://doi.org/10.3390/sym17030394
Chokri K, Bouzebda S. Optimal Almost Sure Rate of Convergence for the Wavelets Estimator in the Partially Linear Additive Models. Symmetry. 2025; 17(3):394. https://doi.org/10.3390/sym17030394
Chicago/Turabian StyleChokri, Khalid, and Salim Bouzebda. 2025. "Optimal Almost Sure Rate of Convergence for the Wavelets Estimator in the Partially Linear Additive Models" Symmetry 17, no. 3: 394. https://doi.org/10.3390/sym17030394
APA StyleChokri, K., & Bouzebda, S. (2025). Optimal Almost Sure Rate of Convergence for the Wavelets Estimator in the Partially Linear Additive Models. Symmetry, 17(3), 394. https://doi.org/10.3390/sym17030394