Smooth backfitting in additive inverse regression
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Abstract: We consider the problem of estimating an additive regression function in an inverse regres- sion model with a convolution type operator. A smooth backfitting procedure is developed and asymptotic normality of the resulting estimator is established. Compared to other meth- ods for the estimation in additive models the new approach neither requires observations on a regular grid nor the estimation of the joint density of the predictor. It is also demonstrated by means of a simulation study that the backfitting estimator outperforms the marginal in- tegration method at least by a factor two with respect to the integrated mean squared error criterion.
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Cited in
(9)- Goodness-of-fit testing the error distribution in multivariate indirect regression
- Locally polynomial Hilbertian additive regression
- Smooth backfitting for additive modeling with small errors-in-variables, with an application to additive functional regression for multiple predictor functions
- Testing for lack of fit in inverse regression-with applications to biophotonic imaging
- Additive regression with Hilbertian responses
- Additive inverse regression models with convolution-type operators
- Partially Linear Additive Regression with a General Hilbertian Response
- Backfitting in smoothing spline ANOVA
- Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables
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