Two-stage local M-estimation of additive models

DOI10.1007/s11425-007-0173-6zbMath1143.62022OpenAlexW1992892979MaRDI QIDQ946384

Jiancheng Jiang, Jiantao Li

Publication date: 23 September 2008

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-007-0173-6

zbMATH Keywords

two-stage estimatorsorthogonal series estimatorlocal m-estimationone-step approximation

Mathematics Subject Classification ID

Related Items (3)

Two-stage local rank estimation for generalised partially linear varying-coefficient models ⋮ Empirical likelihood ratio tests for non-nested model selection based on predictive losses ⋮ Variable selection for additive partially linear models with measurement error

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
• Linear smoothers and additive models
• The dimensionality reduction principle for generalized additive models
• Additive regression and other nonparametric models
• Hedonic housing prices and the demand for clean air
• A practical guide to splines
• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
• Fitting a bivariate additive model by local polynomial regression
• Convergence rates and asymptotic normality for series estimators
• Asymptotic properties of backfitting estimators
• On spline estimators and prediction intervals in nonparametric regression.
• Direct estimation of low-dimensional components in additive models.
• Local asymptotics for regression splines and confidence regions
• Bivariate tensor-product \(B\)-splines in a partly linear model
• Variable bandwidth and one-step local \(M\)-estimator
• Nonparametric estimation of an additive model with a link function
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Estimation of additive regression models with known links
• A Fully Automated Bandwidth Selection Method for Fitting Additive Models
• Nonparametric Identification of Nonlinear Time Series: Projections
• SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS
• A kernel method of estimating structured nonparametric regression based on marginal integration
• Nonparametric Inferences for Additive Models
• Nonparametric Estimation of an Additive Quantile Regression Model

This page was built for publication: Two-stage local M-estimation of additive models