The dimensionality reduction principle for generalized additive models

DOI10.1214/AOS/1176349940zbMath0603.62050OpenAlexW2078309027MaRDI QIDQ1082747

Charles J. Stone

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aos/1176349940

zbMATH Keywords

logistic regressionexponential familyconditional distributionlink functiongeneralized linear modelgeneralized additive modelsspeed of convergencequasi maximum likelihood estimatespline estimatorempirical log-likelihoodbest additive approximationdimensionality reduction principleexpected log-likelihoodExponential response modelnonparametric additive estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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