A flexible nonparametric regression model is considered in which the response depends linearly on some covariates, with regression coefficients as additive functions of other covariates. Polynomial spline estimators are proposed for the unknown coefficient functions, with optimal univariate mean square convergence rate under geometric mixing condition. Consistent model selection method is also ...

In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous alternatives, and are also illustrated through non-asymptotic investigations and finite-sample simulation studies. MSC : primary 62G10; secondary 62G05, ...

The BRST structure of polynomial Poisson algebras is investigated. It is shown that Poisson algebras provide non trivial models where the full BRST recursive procedure is needed. Quadratic Poisson ∗Also at Centro de Estudios Cient́ıficos de Santiago, Casilla 16443, Santiago 9, Chile