Bandwidth selection for backfitting estimation of semiparametric additive models: a simulation study

DOI10.1016/J.CSDA.2013.01.010MaRDI QIDQ333756zbMATH OpenOpenAlexFDO

Authors Jenny Häggström

Publication date 31 October 2016

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2013.01.010

zbMATH Keywords

nonparametric regressionbandwidth selectionmean squared errorsemiparametric additive modelbackfitting estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

Recommendations

• Bandwidth selection for smooth backfitting in additive models
• A Fully Automated Bandwidth Selection Method for Fitting Additive Models
• A simple data-driven estimator for the semiparametric sample selection model
• scientific article; zbMATH DE number 1347888
• scientific article; zbMATH DE number 410141

Cited in

(6)

• Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
• Bandwidth selection for smooth backfitting in additive models
• Targeted smoothing parameter selection for estimating average causal effects
• A Fully Automated Bandwidth Selection Method for Fitting Additive Models
• Optimal zone for bandwidth selection in semiparametric models
• Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation

This page was built for publication: Bandwidth selection for backfitting estimation of semiparametric additive models: a simulation study

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q333756)