An Adaptive Two‐stage Estimation Method for Additive Models

DOI10.1111/J.1467-9469.2008.00629.XzbMath1194.62048OpenAlexW1982517131MaRDI QIDQ3552977

Xia Cui, Li Xing Zhu, Lu Lin

Publication date: 22 April 2010

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2008.00629.x

zbMATH Keywords

cross-validationnonparametric additive regressionprojective estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

Local linear-additive estimation for multiple nonparametric regressions ⋮ Nonparametric variable selection and its application to additive models ⋮ Consistent inference for biased sub-model of high-dimensional partially linear model ⋮ Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression ⋮ Variable selection for structural equation with endogeneity ⋮ GMM and misspecification correction for misspecified models with diverging number of parameters

Uses Software

• gamair

Cites Work

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• Additive regression and other nonparametric models
• Locally parametric nonparametric density estimation
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• Semiparametric density estimation by local \(L_ 2\)-fitting.
• Nonparametric density estimation with a parametric start
• Testing for additivity in nonparametric regression
• Testing for additivity of a regression function
• Nonparametric estimation of an additive model with a link function
• Multidimensional Additive Spline Approximation
• Estimating residual variance in nonparametric regression using least squares
• Estimation of additive regression models with known links
• Parametrically Guided Non‐parametric Regression
• A kernel method of estimating structured nonparametric regression based on marginal integration

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