Oracally efficient spline smoothing of nonlinear additive autoregression models with simultaneous confidence band
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 2015214 (Why is no real title available?)
- A Note on Penalized Spline Smoothing With Correlated Errors
- A kernel method of estimating structured nonparametric regression based on marginal integration
- A practical guide to splines.
- Additive partial linear models with measurement errors
- Additive regression and other nonparametric models
- Assessing continuous bivariate effects among different groups through nonparametric regression models: an application to breast cancer detection
- Bias-corrected Confidence Bands in Nonparametric Regression
- Bootstrap confidence bands for regression curves and their derivatives
- Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration
- Exploring spatial nonlinearity using additive approximation
- Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion
- Identification of Non-Linear Additive Autoregressive Models
- Miscellanea. Efficient estimation of additive nonparametric regression models
- NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
- Nonparametric Identification of Nonlinear Time Series: Projections
- Nonparametric estimation of an additive model with a link function
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Polynomial spline confidence bands for regression curves
- Simultaneous confidence bands for time-series prediction function
- Smooth Backfitting in Practice
- Some asymptotic results on generalized penalized spline smoothing
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
Cited in
(16)- A plug-in the number of knots selector for polynomial spline regression
- Oracally Efficient Two-Step Estimation of Generalized Additive Model
- High-dimensional black-box optimization under uncertainty
- Nonparametric estimation of the anisotropic probability density of mixed variables
- Simultaneous confidence bands for nonparametric regression with equal cluster size
- Additive models for extremal quantile regression with Pareto-type distributions
- Spline-backfitted kernel smoothing of additive coefficient model
- Constrained polynomial spline estimation of monotone additive models
- Determination of linear components in additive models
- Kernel meets sieve: post-regularization confidence bands for sparse additive model
- Direct simultaneous inference in additive models and its application to model undernutrition
- Efficient estimation for periodic autoregressive coefficients via residuals
- Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes
- Two-step estimation of time-varying additive model for locally stationary time series
- Spline-backfitted kernel smoothing of nonlinear additive autoregression model
- Variable selection for additive model via cumulative ratios of empirical strengths total
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