Additive nonparametric regression on principal components

DOI10.1080/10485259508832641MaRDI QIDQ3837408zbMATH OpenOpenAlexFDO

Authors Alexandre B. Tsybakov, Wolfgang K. Härdle

Publication date 2 March 1997

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485259508832641

zbMATH Keywords

additive nonparametric regression modelasymptotic distributiondata sparsenessdimensionality reductionhigh dimensionsmodel choiceprincipal components kernel estimationsimulationthree-stage proceduretransformation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A Projection Pursuit Algorithm for Exploratory Data Analysis
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• Additive regression and other nonparametric models
• Bootstrap simultaneous error bars for nonparametric regression
• Hedonic housing prices and the demand for clean air
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 48302 (Why is no real title available?)
• On a zero-one process and some of its applications
• On Estimation of a Probability Density Function and Mode
• On Non-Parametric Estimates of Density Functions and Regression Curves
• On projection pursuit regression
• Optimal global rates of convergence for nonparametric regression
• Optimal rates of convergence for nonparametric estimators
• Some Comments on C P
• The dimensionality reduction principle for generalized additive models

Cited in

(9)

• Rates of convergence for spline estimates of additive principal components
• Estimation and test of linearity for a class of additive nonlinear models
• Direct estimation of low-dimensional components in additive models.
• Analysis of additive dependencies and concurvities using smallest additive principal components (With discussion)
• Determination of linear components in additive models
• Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models
• Robust kernel estimators for additive models with dependent observations
• Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series
• Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models

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