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

DOI10.1016/J.CSDA.2013.01.010zbMATH Open1348.65024OpenAlexW2077160926MaRDI QIDQ333756FDOQ333756

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

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zbMATH Keywords

nonparametric regressionbandwidth selectionmean squared errorsemiparametric additive modelbackfitting estimation

Mathematics Subject Classification ID

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

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

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