Spline-backfitted kernel smoothing of partially linear additive model

DOI10.1016/j.jspi.2010.05.028zbMath1197.62130OpenAlexW2061650536WikidataQ61865761 ScholiaQ61865761MaRDI QIDQ710767

Lijian Yang, Shujie Ma

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.028

zbMATH Keywords

Nadaraya-Watson estimatorknotsmixinglocal linear estimatorB splinebandwidths

Mathematics Subject Classification ID

Related Items (38)

Variational inferences for partially linear additive models with variable selection ⋮ Simultaneous inference for the mean function based on dense functional data ⋮ Estimation of semivarying coefficient time series models with ARMA errors ⋮ Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data ⋮ Identification of Partially Linear Structure in Additive Models with an Application to Gene Expression Prediction from Sequences ⋮ M-estimation and model identification based on double SCAD penalization ⋮ Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection ⋮ Estimation and variable selection for partially linear additive models with measurement errors ⋮ Estimation and inference for mixture of partially linear additive models ⋮ Estimation and inference in semiparametric quantile factor models ⋮ Quantile regression estimation of partially linear additive models ⋮ Oracally Efficient Two-Step Estimation of Generalized Additive Model ⋮ Oracally efficient spline-backfitted kernel smoothing of additive partial linear measurement error model ⋮ Empirical likelihood inference for generalized additive partially linear models ⋮ Statistical inference for generalized additive partially linear models ⋮ Asymptotics of estimators for nonparametric multivariate regression models with long memory ⋮ Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates ⋮ Interquantile shrinkage in spatial additive autoregressive models ⋮ Estimation of nonparametric additive models with high order spatial autoregressive errors ⋮ Time-varying additive model with autoregressive errors for locally stationary time series ⋮ Constrained polynomial spline estimation of monotone additive models ⋮ Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data ⋮ Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models ⋮ Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates ⋮ GMM estimation of partially linear additive spatial autoregressive model ⋮ Robust variable selection for the varying index coefficient models ⋮ Semiparametric regression models with additive nonparametric components and high dimensional parametric components ⋮ Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension ⋮ Oracally efficient estimation for single-index link function with simultaneous confidence band ⋮ Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition ⋮ Additive models for extremal quantile regression with Pareto-type distributions ⋮ Determination of linear components in additive models ⋮ Spline-backfitted kernel smoothing of partially linear additive model ⋮ Sparse model identification and learning for ultra-high-dimensional additive partially linear models ⋮ Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes ⋮ Two-stage estimation and simultaneous confidence band in partially nonlinear additive model ⋮ Variable selection for additive model via cumulative ratios of empirical strengths total ⋮ A robust spline approach in partially linear additive models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Spline-backfitted kernel smoothing of partially linear additive model
• Rate of convergence in the central limit theorem for random variables with strong mixing
• Efficient and fast spline-backfitted kernel smoothing of additive models
• Estimation in partially linear models and numerical comparisons
• Hedonic housing prices and the demand for clean air
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Profile likelihood estimation of partially linear panel data models with fixed effects
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model
• Additive partial linear models with measurement errors
• Partially linear models with missing response variables and error-prone covariates
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Nonparametric Identification of Nonlinear Time Series: Projections
• Identification of Non-Linear Additive Autoregressive Models
• Estimation and inference in partially linear models with smoothing splines
• A practical guide to splines.

This page was built for publication: Spline-backfitted kernel smoothing of partially linear additive model