On the backfitting algorithm for additive regression models

DOI10.1111/j.1467-9574.1993.tb01405.xzbMath0764.62054OpenAlexW2055685757MaRDI QIDQ4036291

Hall, Peter, Wolfgang Karl Härdle

Publication date: 16 May 1993

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1993.tb01405.x

zbMATH Keywords

projectionsalgorithmconsistencyconvergence rategeneralized additive modelsbackfitting algorithmGauss-Seidel algorithmmean squared distancecurve estimatorsadditive regression model fittingregressogramssimple step-by-step formulaevariance of the backfitting estimator

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Fitting a bivariate additive model by local polynomial regression, A geometrical approach to iterative isotone regression, GMM estimation of partially linear additive spatial autoregressive model, Integration and backfitting methods in additive models -- finite sample properties and comparison, A parallel solver for generalised additive models, NONPARAMETRIC MODELING AND SPATIOTEMPORAL DYNAMICAL SYSTEMS, Iterative isotonic regression, Isotonic boosting classification rules, Asymptotic properties of backfitting estimators, Estimation and test of linearity for a class of additive nonlinear models

Cites Work

• Linear smoothers and additive models
• Additive regression and other nonparametric models
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Generalized Additive Models: Some Applications
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