Smooth backfitting in generalized additive models

DOI10.1214/009053607000000596zbMath1132.62028arXiv0803.1922OpenAlexW3100089821MaRDI QIDQ2477059

Kyusang Yu, Byeong U. Park, Enno Mammen

Publication date: 12 March 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.1922

zbMATH Keywords

curse of dimensionalityNewton-Kantorovich theoremgeneralized additive modelssmooth backfittingsmoothed likelihood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Numerical methods for integral equations (65R20)

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