A simple smooth backfitting method for additive models

被引：29
作者：
Mammen, Enno
Park, Byeong U.
机构：
[1] Univ Mannheim, Dept Econ, D-68131 Mannheim, Germany
[2] Seoul Natl Univ, Dept Stat, Seoul 151747, South Korea
来源：
ANNALS OF STATISTICS | 2006年 / 34卷 / 05期
关键词：
backfitting; nonparametric regression; local linear smoothing;
D O I：
10.1214/009053606000000696
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In 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.
引用
收藏
页码：2252 / 2271
页数：20
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