An Adaptive Two‐stage Estimation Method for Additive Models

DOI10.1111/J.1467-9469.2008.00629.XMaRDI QIDQ3552977zbMATH OpenOpenAlexFDO

Authors Lu Lin, Xia Cui, Li-Xing Zhu

Publication date 22 April 2010

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2008.00629.x

zbMATH Keywords

cross-validationnonparametric additive regressionprojective estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Additive regression and other nonparametric models
• Direct estimation of low-dimensional components in additive models.
• Estimating residual variance in nonparametric regression using least squares
• Estimation of additive regression models with known links
• Generalized additive models. An introduction with R.
• Locally parametric nonparametric density estimation
• Multidimensional Additive Spline Approximation
• Nonparametric density estimation with a parametric start
• Nonparametric estimation of an additive model with a link function
• Nonparametric smoothing and lack-of-fit tests
• Optimal bandwidth selection in nonparametric regression function estimation
• Parametrically Guided Non‐parametric Regression
• Semiparametric density estimation by local \(L_ 2\)-fitting.
• Testing for additivity in nonparametric regression
• Testing for additivity of a regression function

Cited in

(16)

• Local linear-additive estimation for multiple nonparametric regressions
• A two–stage approach to additive time series models
• scientific article; zbMATH DE number 3940430 (Why is no real title available?)
• Two stage smoothing in additive models with missing covariates
• Nonparametric variable selection and its application to additive models
• Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
• Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression
• scientific article; zbMATH DE number 788276 (Why is no real title available?)
• Consistent inference for biased sub-model of high-dimensional partially linear model
• Variable selection for structural equation with endogeneity
• Simulation-based two-stage estimation for multiple nonparametric regression
• Two-stage local M-estimation of additive models
• GMM and misspecification correction for misspecified models with diverging number of parameters
• Stable and bias-corrected estimation for nonparametric regression models
• Two-stage efficient estimation of longitudinal nonparametric additive models
• Optimal estimation in additive regression models

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• gamair

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