Local Likelihood Estimation in Generalized Additive Models

DOI10.1111/1467-9469.00333zbMATH Open1053.62084OpenAlexW1967656521MaRDI QIDQ4828201FDOQ4828201

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/

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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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• Fitting a bivariate additive model by local polynomial regression
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• Asymptotic properties of backfitting estimators
• 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)

• Online Smooth Backfitting for Generalized Additive Models
• Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
• Parametrically guided generalised additive models with application to mergers and acquisitions data
• Testing the suitability of polynomial models in errors-in-variables problems
• Flexible Modelling of Neuron Firing Rates Across Different Experimental Conditions: An Application to Neural Activity in the Prefrontal Cortex During a Discrimination Task
• Smooth backfitting in generalized additive models
• Variable selection in regression models used to analyse global positioning system accuracy in forest environments
• Forecasting SO₂ pollution incidents by means of quantile curves based on additive models
• Coverage properties of confidence intervals for generalized additive model components
• Generalized additive selection models for the analysis of studies with potentially nonignorable missing outcome data
• GEE for multinomial responses using a local odds ratios parameterization
• Title not available (Why is that?)
• Local likelihood estimation in varying-coefficient models including additive bias correction
• Local Likelihood Estimation
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• Smoothing parameter selection methods for nonparametric regression with spatially correlated errors

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