Optimal estimation in additive regression models
نویسندگان
چکیده
منابع مشابه
Estimation and Variable Selection in Additive Nonparametric Regression Models 1
Additive regression models have been shown to be useful in many situations. Numerical estimation of these models is usually done using the back-tting technique. This iterative numerical procedure converges very fast but has the disadvantage of a complicated`hat matrix.' This paper proposes an estimator with an explicit`hat matrix' which does not use backktting. The asymptotic normality of the e...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2006
ISSN: 1350-7265
DOI: 10.3150/bj/1145993975