Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions

DOI10.1214/009053607000000415zbMATH Open1129.62034arXiv0803.2999OpenAlexW3101636142MaRDI QIDQ2473076FDOQ2473076

Authors: Joel Horowitz, Enno Mammen 

Publication date: 26 February 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: This paper discusses a nonparametric regression model that naturally generalizes neural network models. The model is based on a finite number of one-dimensional transformations and can be estimated with a one-dimensional rate of convergence. The model contains the generalized additive model with unknown link function as a special case. For this case, it is shown that the additive components and link function can be estimated with the optimal rate by a smoothing spline that is the solution of a penalized least squares criterion.

Full work available at URL: https://arxiv.org/abs/0803.2999

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zbMATH Keywords

generalized additive modelspenalized least squaressmoothing splinesempirical process methodsmultivariate curve estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Neural nets and related approaches to inference from stochastic processes (62M45)

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