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)

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Cites Work

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• 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

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