Efficient and fast spline-backfitted kernel smoothing of additive models

DOI10.1007/S10463-007-0157-XzbMATH Open1332.62141OpenAlexW2146066957WikidataQ61865765 ScholiaQ61865765MaRDI QIDQ841015FDOQ841015

L. Yang, Jing Wang

Publication date: 14 September 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-007-0157-x

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zbMATH Keywords

nonparametric regressionNadaraya-Watson estimatorlocal linear estimatorknotsB splinebandwidths

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

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Cited In (30)

• Modelling time trend via spline confidence band
• Smooth Backfitting in Practice
• Efficient and fast spline-backfitted kernel smoothing of additive models
• A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS
• Fitting jump additive models
• Model averaging for semiparametric additive partial linear models
• Additive models for extremal quantile regression with Pareto-type distributions
• Sparse model identification and learning for ultra-high-dimensional additive partially linear models
• Interquantile shrinkage in spatial additive autoregressive models
• Two-stage local Walsh average estimation of generalized varying coefficient models
• Penalized nonparametric drift estimation for a multidimensional diffusion process
• Variable selection for additive model via cumulative ratios of empirical strengths total
• Oracle-efficient estimation and global inferences for variance function of functional data
• Spline-backfitted kernel smoothing of partially linear additive model
• Direct Simultaneous Inference in Additive Models and Its Application to Model Undernutrition
• Semi-parametric regression: efficiency gains from modeling the nonparametric part
• Empirical likelihood inference for generalized additive partially linear models
• Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
• A robust spline approach in partially linear additive models
• Two-step estimation of time-varying additive model for locally stationary time series
• Spline-backfitted kernel smoothing of nonlinear additive autoregression model
• Oracally Efficient Two-Step Estimation of Generalized Additive Model
• Two-stage local rank estimation for generalised partially linear varying-coefficient models
• Estimation and inference for mixture of partially linear additive models
• Oracally efficient estimation for single-index link function with simultaneous confidence band
• A smooth simultaneous confidence band for conditional variance function
• Semiparametric mixture of additive regression models
• Time-Varying Additive Models for Longitudinal Data
• Semiparametric Efficiency in Convexity Constrained Single-Index Model
• Projection-type estimation for varying coefficient regression models

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