Local Likelihood Estimation in Generalized Additive Models

DOI10.1111/1467-9469.00333MaRDI QIDQ4828201zbMATH OpenOpenAlexFDO

Authors Göran Kauermann, Jean D. Opsomer

Publication date 24 November 2004

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

Full work available at URL https://epub.ub.uni-muenchen.de/1580/

zbMATH Keywords

wild bootstraplikelihood estimationadditive modelbackfittinglocal polynomial regressionlocal scoringmultivariate nonparametric regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

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Cites work

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• Asymptotic properties of backfitting estimators
• Convergence of stochastic processes
• Direct estimation of low-dimensional components in additive models.
• EFFICIENT ESTIMATION OF GENERALIZED ADDITIVE NONPARAMETRIC REGRESSION MODELS
• Fitting a bivariate additive model by local polynomial regression
• Matrix Analysis
• Some theory for penalized spline generalized additive models
• The efficiency of bias-corrected estimators for nonparametric kernel estimation based on local estimating equations

Cited in

(16)

• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• Coverage properties of confidence intervals for generalized additive model components
• Local Likelihood Estimation
• scientific article; zbMATH DE number 605138 (Why is no real title available?)
• Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
• Smooth backfitting in generalized additive models
• Parametrically guided generalised additive models with application to mergers and acquisitions data
• Forecasting SO₂ pollution incidents by means of quantile curves based on additive models
• Testing the suitability of polynomial models in errors-in-variables problems
• Local likelihood estimation in varying-coefficient models including additive bias correction
• Generalized additive selection models for the analysis of studies with potentially nonignorable missing outcome data
• Flexible Modelling of Neuron Firing Rates Across Different Experimental Conditions: An Application to Neural Activity in the Prefrontal Cortex During a Discrimination Task
• Online Smooth Backfitting for Generalized Additive Models
• Smoothing parameter selection methods for nonparametric regression with spatially correlated errors
• GEE for multinomial responses using a local odds ratios parameterization
• Variable selection in regression models used to analyse global positioning system accuracy in forest environments

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