A simple smooth backfitting method for additive models

DOI10.1214/009053606000000696zbMath1106.62042arXivmath/0702657OpenAlexW1977162101MaRDI QIDQ869969

Enno Mammen, Byeong U. Park

Publication date: 12 March 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702657

zbMATH Keywords

local linear smoothing

Mathematics Subject Classification ID

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

Related Items

Nonparametric transformation to white noise, Efficient estimation and computation for the generalised additive models with unknown link function, Backfitting and smooth backfitting for additive quantile models, Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data, Additive Functional Regression for Densities as Responses, Estimating nonlinear additive models with nonstationarities and correlated errors, CAM: causal additive models, high-dimensional order search and penalized regression, Exploring spatial nonlinearity using additive approximation, Additive model selection, Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions, Smooth backfitting in generalized additive models, Testing the equality of linear single-index models, Rank-based shrinkage estimation for identification in semiparametric additive models, Nonparametric estimation of noisy integral equations of the second kind, Additive regression for predictors of various natures and possibly incomplete Hilbertian responses, NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES, Component Selection in the Additive Regression Model, Asymptotics for in-sample density forecasting, Discussion: Nonparametric estimation of noisy integral equations of the second kind

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