Two-stage local M-estimation of additive models

DOI10.1007/S11425-007-0173-6MaRDI QIDQ946384zbMATH OpenOpenAlexFDO

Authors 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

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

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• An Adaptive Two‐stage Estimation Method for Additive Models
• Robust estimation of quasi-additive models
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Cites work

• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
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• Hedonic housing prices and the demand for clean air
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• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
• The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
• Variable bandwidth and one-step local \(M\)-estimator

Cited in

(8)

• Variable selection for additive partially linear models with measurement error
• An Adaptive Two‐stage Estimation Method for Additive Models
• Robust estimation of quasi-additive models
• Two-stage local rank estimation for generalised partially linear varying-coefficient models
• Local additive estimation
• Empirical likelihood ratio tests for non-nested model selection based on predictive losses
• Two stage smoothing in additive models with missing covariates
• A two–stage approach to additive time series models

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