Asymptotic properties of backfitting estimators

DOI10.1006/jmva.1999.1868zbMath1065.62506OpenAlexW2028985950MaRDI QIDQ1578056

Jean D. Opsomer

Publication date: 2000

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1868

zbMATH Keywords

existencelocal polynomial regressionadditive modeloptimal rates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cites Work

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• Linear smoothers and additive models
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• Multivariate locally weighted least squares regression
• Direct estimation of low-dimensional components in additive models.
• Matrix Analysis
• On the backfitting algorithm for additive regression models
• The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models
• A Fully Automated Bandwidth Selection Method for Fitting Additive Models
• A kernel method of estimating structured nonparametric regression based on marginal integration

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