A simple smooth backfitting method for additive models
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Publication:869969
DOI10.1214/009053606000000696zbMATH Open1106.62042arXivmath/0702657OpenAlexW1977162101MaRDI QIDQ869969FDOQ869969
Authors: Enno Mammen, Byeong U. Park 
Publication date: 12 March 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: In this paper a new smooth backfitting estimate is proposed for additive regression models. The estimate has the simple structure of Nadaraya--Watson smooth backfitting but at the same time achieves the oracle property of local linear smooth backfitting. Each component is estimated with the same asymptotic accuracy as if the other components were known.
Full work available at URL: https://arxiv.org/abs/math/0702657
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Cited In (28)
- Asymptotics for in-sample density forecasting
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- CAM: causal additive models, high-dimensional order search and penalized regression
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- Testing the equality of linear single-index models
- Additive model selection
- Backfitting and smooth backfitting for additive quantile models
- Exploring spatial nonlinearity using additive approximation
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