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RBF - MaRDI portal

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RBF (Q53761)

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Robust Backfitting
Language Label Description Also known as
English
RBF
Robust Backfitting

    Statements

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    2.1.0
    9 April 2021
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    1.0.0
    14 June 2019
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    2.0.1
    30 July 2020
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    2.1.0
    10 April 2021
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    2.1.1
    31 August 2023
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    31 August 2023
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    A robust backfitting algorithm for additive models based on (robust) local polynomial kernel smoothers. It includes both bounded and re-descending (kernel) M-estimators, and it computes predictions for points outside the training set if desired. See Boente, Martinez and Salibian-Barrera (2017) <doi:10.1080/10485252.2017.1369077> and Martinez and Salibian-Barrera (2021) <doi:10.21105/joss.02992> for details.
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    Identifiers