Local Likelihood Estimation in Generalized Additive Models

DOI10.1111/1467-9469.00333zbMath1053.62084OpenAlexW1967656521MaRDI QIDQ4828201

Göran Kauermann, Jean D. Opsomer

Publication date: 24 November 2004

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

Full work available at URL: https://epub.ub.uni-muenchen.de/1580/

zbMATH Keywords

local polynomial regressionlikelihood estimationwild bootstrapadditive modelbackfittinglocal scoringmultivariate nonparametric regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12) Bootstrap, jackknife and other resampling methods (62F40)

Related Items

Parametrically guided generalised additive models with application to mergers and acquisitions data, Coverage Properties of Confidence Intervals for Generalized Additive Model Components, Forecasting SO₂ pollution incidents by means of quantile curves based on additive models, Nonparametric estimation of mean-squared prediction error in nested-error regression models, Smoothing parameter selection methods for nonparametric regression with spatially correlated errors, Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions, Testing the suitability of polynomial models in errors-in-variables problems, Variable selection in regression models used to analyse global positioning system accuracy in forest environments, Smooth backfitting in generalized additive models, Flexible Modelling of Neuron Firing Rates Across Different Experimental Conditions: An Application to Neural Activity in the Prefrontal Cortex During a Discrimination Task, Generalized Additive Selection Models for the Analysis of Studies with Potentially Nonignorable Missing Outcome Data

Cites Work

• Fitting a bivariate additive model by local polynomial regression
• The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations
• Asymptotic properties of backfitting estimators
• Some theory for penalized spline generalized additive models
• Direct estimation of low-dimensional components in additive models.
• Matrix Analysis
• EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS
• Convergence of stochastic processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item