A central limit theorem for local polynomial backfitting estimators

DOI10.1006/JMVA.1999.1812MaRDI QIDQ1301591zbMATH OpenOpenAlexFDO

Authors M. P. Wand

Publication date 20 December 1999

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1999.1812

zbMATH Keywords

additive modelskernel smoothinglimiting distributionregression functionals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(12)

• Fitting a bivariate additive model by local polynomial regression
• Asymptotic properties of backfitting estimators
• On local estimating equations in additive multiparameter models
• Some theory for penalized spline generalized additive models
• An optimal test for the additive model with discrete or categorical predictors
• Testing serial correlation in partially linear additive models
• Application of Bayesian penalized spline regression for internal modeling in life insurance
• Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models
• Schwarz method for penalized quasi-likelihood in generalized additive models
• Asymptotics for penalised splines in generalised additive models
• Average regression surface for dependent data
• On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling

Describes a project that uses

Uses Software

• KernSmooth

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