Integration and backfitting methods in additive models -- finite sample properties and comparison
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Cites work
- A kernel method of estimating structured nonparametric regression based on marginal integration
- Additive regression and other nonparametric models
- An Analysis of Transformations for Additive Nonparametric Regression
- An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Estimation of additive regression models with known links
- Estimation of Derivatives for Additive Separable Models
- scientific article; zbMATH DE number 3816854 (Why is no real title available?)
- scientific article; zbMATH DE number 3694872 (Why is no real title available?)
- scientific article; zbMATH DE number 692302 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- Linear smoothers and additive models
- Miscellanea. Efficient estimation of additive nonparametric regression models
- Multivariate locally weighted least squares regression
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Nonparametric Identification of Nonlinear Time Series: Projections
- On the backfitting algorithm for additive regression models
- Optimal global rates of convergence for nonparametric regression
- Optimal rates of convergence for nonparametric estimators
- Semiparametric efficiency bounds
- Semiparametric single index versus fixed link function modelling
- The dimensionality reduction principle for generalized additive models
Cited in
(28)- Derivative estimation and testing in generalized additive models
- Estimating multiplicative and additive hazard functions by kernel methods
- Marginal integration \(M\)-estimators for additive models
- Estimation of a semiparametric transformation model
- Testing for additivity in partially linear regression with possibly missing responses
- Rate optimal estimation with the integration method in the presence of many covariates
- Some uniform consistency results in the partially linear additive model components estimation
- Local polynomial estimation of nonparametric simultaneous equations models
- Implied basket correlation dynamics
- Nonparametric long term prediction of stock returns with generated bond yields
- Non-parametric regression tests using dimension reduction techniques
- An updated review of goodness-of-fit tests for regression models
- An Optimization Interpretation of Integration and Back-Fitting Estimators for Separable Nonparametric Models
- Semiparametric estimation of separable models with possibly limited dependent variables
- A comparison of different nonparametric methods for inference on additive models
- Prediction of Stock Returns: A New Way to Look at It
- Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model
- Estimation of Derivatives for Additive Separable Models
- Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
- Nonparametric lag selection for nonlinear additive autoregressive models
- Some Uniform Limit Results in Additive Regression Model
- Data-driven local bandwidth selection for additive models with missing data
- Estimating the error distribution function in semiparametric additive regression models
- Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
- Additive regression with parametric help
- Asymptotic normality for the wavelet partially linear additive model components estimation
- Estimating features of a distribution from binomial data
- Optimal testing for additivity in multiple nonparametric regression
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