Doubly-nonparametric generalized linear models
نویسنده
چکیده
We extend nonparametric generalized linear models to allow both the mean curve and the response distribution to be nonparametric. The seemingly intractable task of working with two infinite-dimensional parameters is shown to be reducible to a finite optimization problem, which is easily implemented via existing algorithms. We demonstrate using various examples that the proposed approach can be a flexible tool for data analysis in its own right, but can also be useful for model selection and diagnosis in a more classical generalized linear model framework.
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