On the backfitting algorithm for additive regression models

DOI10.1111/J.1467-9574.1993.TB01405.XzbMATH Open0764.62054OpenAlexW2055685757MaRDI QIDQ4036291FDOQ4036291

Authors: Wolfgang K. Härdle, Peter Hall 

Publication date: 16 May 1993

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1993.tb01405.x

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zbMATH Keywords

consistencyprojectionsgeneralized additive modelsalgorithmconvergence ratebackfitting algorithmGauss-Seidel algorithmmean squared distancecurve estimatorsadditive regression model fittingregressogramssimple step-by-step formulaevariance of the backfitting estimator

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Additive regression and other nonparametric models
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Generalized Additive Models: Some Applications
• Title not available (Why is that?)
• Linear smoothers and additive models
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Cited In (25)

• Fitting the additive model by recursion on dimension
• A distributed algorithm for fitting generalized additive models
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• Backward elimination model construction for regression and classification using leave-one-out criteria
• Linear smoothers and additive models
• Achieving the Empirical Capacity Using Feedback: Memoryless Additive Models
• Iterative isotonic regression
• Nonparametric decomposition of time series data with inputs
• A parallel solver for generalised additive models
• A note on the backfitting estimation of additive models
• Smooth backfitting in additive inverse regression
• Isotonic boosting classification rules
• Estimation and test of linearity for a class of additive nonlinear models
• A geometrical approach to iterative isotone regression
• Fitting a bivariate additive model by local polynomial regression
• On solutions to the equation for improving additives in regression problems
• Asymptotic properties of backfitting estimators
• Integration and backfitting methods in additive models -- finite sample properties and comparison
• Title not available (Why is that?)
• New approaches to regression in financial mathematics by additive models
• Robust estimators for additive models using backfitting
• GMM estimation of partially linear additive spatial autoregressive model
• Backfitting and smooth backfitting for additive quantile models
• Bayesian backfitting. (With comments and a rejoinder).
• NONPARAMETRIC MODELING AND SPATIOTEMPORAL DYNAMICAL SYSTEMS

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