A central limit theorem for local polynomial backfitting estimators

DOI10.1006/JMVA.1999.1812zbMATH Open0962.62046OpenAlexW2042690906MaRDI QIDQ1301591FDOQ1301591

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

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zbMATH Keywords

additive modelskernel smoothinglimiting distributionregression functionals

Mathematics Subject Classification ID

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

Cited In (10)

• On Stein's lemma, dependent covariates and functional monotonicity in multi-dimensional modeling
• Application of Bayesian penalized spline regression for internal modeling in life insurance
• Some theory for penalized spline generalized additive models
• An optimal test for the additive model with discrete or categorical predictors
• Average regression surface for dependent data
• Testing serial correlation in partially linear additive models
• 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
• On local estimating equations in additive multiparameter models

Uses Software

• KernSmooth

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