ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION

DOI10.1017/S0266466610000411zbMath1218.62034MaRDI QIDQ3021622

Joel L. Horowitz, Enno Mammen

Publication date: 26 July 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (10)

Two-stage local rank estimation for generalised partially linear varying-coefficient models ⋮ Estimation and inference in semiparametric quantile factor models ⋮ NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS ⋮ Efficient estimation of seemingly unrelated additive nonparametric regression models ⋮ Estimation in additive models with fixed censored responses ⋮ Specification testing for transformation models with an application to generalized accelerated failure-time models ⋮ Identification and estimation of local average derivatives in non-separable models without monotonicity ⋮ Interval-valued data regression using nonparametric additive models ⋮ Nonparametric estimation of noisy integral equations of the second kind ⋮ Semiparametric additive isotonic regression

Cites Work

• Unnamed Item
• Linear smoothers and additive models
• Optimal estimation in additive regression models
• Nonparametric estimation of composite functions
• The dimensionality reduction principle for generalized additive models
• Additive regression and other nonparametric models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
• Fitting a bivariate additive model by local polynomial regression
• Convergence rates and asymptotic normality for series estimators
• Asymptotic properties of backfitting estimators
• Direct estimation of low-dimensional components in additive models.
• Nonparametric estimation of an additive model with a link function
• Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
• Approximation Theorems of Mathematical Statistics
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Estimation of additive regression models with known links
• Nonparametric Identification of Nonlinear Time Series: Projections
• EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS
• Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Asymptotic Properties of Non-Linear Least Squares Estimators

This page was built for publication: ORACLE-EFFICIENT NONPARAMETRIC ESTIMATION OF AN ADDITIVE MODEL WITH AN UNKNOWN LINK FUNCTION