On the backfitting algorithm for additive regression models

DOI10.1111/J.1467-9574.1993.TB01405.XMaRDI QIDQ4036291zbMATHOpenAlexFDO

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

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)

Recommendations

• scientific article; zbMATH DE number 729136
• Backfitting and smooth backfitting for additive quantile models
• Asymptotic properties of backfitting estimators
• A note on the backfitting estimation of additive models
• Fitting the additive model by recursion on dimension

Cites work

• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• scientific article; zbMATH DE number 3226460 (Why is no real title available?)
• Additive regression and other nonparametric models
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Generalized Additive Models: Some Applications
• Linear smoothers and additive models

Cited in

(26)

• Asymptotic properties of backfitting estimators
• GMM estimation of partially linear additive spatial autoregressive model
• Nonparametric decomposition of time series data with inputs
• Exploring the structure of regression surfaces by using sizer map for additive models
• Achieving the Empirical Capacity Using Feedback: Memoryless Additive Models
• NONPARAMETRIC MODELING AND SPATIOTEMPORAL DYNAMICAL SYSTEMS
• Iterative isotonic regression
• Isotonic boosting classification rules
• A geometrical approach to iterative isotone regression
• Bayesian backfitting. (With comments and a rejoinder).
• Linear smoothers and additive models
• New approaches to regression in financial mathematics by additive models
• A distributed algorithm for fitting generalized additive models
• Integration and backfitting methods in additive models -- finite sample properties and comparison
• Robust estimators for additive models using backfitting
• Estimation and test of linearity for a class of additive nonlinear models
• Fitting a bivariate additive model by local polynomial regression
• A note on the backfitting estimation of additive models
• Smooth backfitting in additive inverse regression
• scientific article; zbMATH DE number 729136 (Why is no real title available?)
• scientific article; zbMATH DE number 5224919 (Why is no real title available?)
• Backward elimination model construction for regression and classification using leave-one-out criteria
• On solutions to the equation for improving additives in regression problems
• A parallel solver for generalised additive models
• Backfitting and smooth backfitting for additive quantile models
• Fitting the additive model by recursion on dimension

This page was built for publication: On the backfitting algorithm for additive regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4036291)