A simple smooth backfitting method for additive models

dc.creatorMammen, Enno
dc.creatorPark, Byeong U.
dc.date2007-02-22
dc.date.accessioned2026-07-07T08:08:44Z
dc.date.available2026-07-07T08:08:44Z
dc.descriptionIn 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.
dc.descriptionPublished at http://dx.doi.org/10.1214/009053606000000696 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0702657
dc.identifierhttp://arxiv.org/abs/math/0702657
dc.identifierAnnals of Statistics 2006, Vol. 34, No. 5, 2252-2271
dc.identifierdoi:10.1214/009053606000000696
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131365
dc.subjectStatistics Theory
dc.subject62G07 (Primary) 62G20 (Secondary)
dc.titleA simple smooth backfitting method for additive models
dc.typetext

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