Investigating Smooth Multiple Regression by the Method of Average Derivatives

DOI10.2307/2290074zbMath0703.62052OpenAlexW4300782356MaRDI QIDQ3482712

Thomas M. Stoker, Wolfgang Karl Härdle

Publication date: 1989

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/48095

zbMATH Keywords

dimension reductionnonparametric regressionconsistentkernel regression estimatorasymptotically normalkernel smootherspredictor variablesmean responseaverage derivative estimationADE procedureGLIM models

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02)

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