Additive nonparametric regression on principal components

DOI10.1080/10485259508832641zbMath0857.62040OpenAlexW2042808194MaRDI QIDQ3837408

Alexandre B. Tsybakov, Wolfgang Karl Härdle

Publication date: 2 March 1997

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

Full work available at URL: https://doi.org/10.1080/10485259508832641

zbMATH Keywords

asymptotic distributionsimulationtransformationdimensionality reductionthree-stage proceduremodel choicehigh dimensionsdata sparsenessadditive nonparametric regression modelprincipal components kernel estimation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items

Determination of linear components in additive models, Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models, Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series, Direct estimation of low-dimensional components in additive models., Robust kernel estimators for additive models with dependent observations, Estimation and test of linearity for a class of additive nonlinear models

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