Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
| dc.creator | Horowitz, Joel L. | |
| dc.creator | Mammen, Enno | |
| dc.date | 2008-03-20 | |
| dc.date.accessioned | 2026-07-07T12:17:47Z | |
| dc.date.available | 2026-07-07T12:17:47Z | |
| dc.description | This paper discusses a nonparametric regression model that naturally generalizes neural network models. The model is based on a finite number of one-dimensional transformations and can be estimated with a one-dimensional rate of convergence. The model contains the generalized additive model with unknown link function as a special case. For this case, it is shown that the additive components and link function can be estimated with the optimal rate by a smoothing spline that is the solution of a penalized least squares criterion. | |
| dc.description | Published in at http://dx.doi.org/10.1214/009053607000000415 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0803.2999 | |
| dc.identifier | http://arxiv.org/abs/0803.2999 | |
| dc.identifier | Annals of Statistics 2007, Vol. 35, No. 6, 2589-2619 | |
| dc.identifier | doi:10.1214/009053607000000415 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/212193 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62G08 (Primary) 62G20 (Secondary) | |
| dc.title | Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions | |
| dc.type | text |