메뉴 건너뛰기




Volumn 72, Issue 2, 2010, Pages 171-191

Local additive estimation

Author keywords

Additive models; Backfitting; Local polynomial smoothing; Non parametric regression

Indexed keywords


EID: 77949523740     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2009.00731.x     Document Type: Article
Times cited : (4)

References (20)
  • 1
    • 0002170887 scopus 로고
    • Fitting additive models to regression data: diagnostics and alternative views
    • Breiman L. Fitting additive models to regression data: diagnostics and alternative views. Computnl Statist. Data Anal. 1993, 15:13-46.
    • (1993) Computnl Statist. Data Anal. , vol.15 , pp. 13-46
    • Breiman, L.1
  • 3
    • 84909719647 scopus 로고
    • How far are automatically chosen regression smoothing parameters from their optimum?
    • Härdle W, Hall P, Marron J S. How far are automatically chosen regression smoothing parameters from their optimum? J. Am. Statist. Ass. 1988, 83:86-95.
    • (1988) J. Am. Statist. Ass. , vol.83 , pp. 86-95
    • Härdle, W.1    Hall, P.2    Marron, J.S.3
  • 5
    • 0001354983 scopus 로고    scopus 로고
    • Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion
    • Hurvich C, Simonoff J, Tsai C. Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion. J. R. Statist. Soc. B 1998, 60:271-293.
    • (1998) J. R. Statist. Soc. B , vol.60 , pp. 271-293
    • Hurvich, C.1    Simonoff, J.2    Tsai, C.3
  • 6
    • 77956888636 scopus 로고
    • A kernel method of estimating structured nonparametric regression based on marginal integration
    • Linton O, Nielsen J. A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika 1995, 82:93-100.
    • (1995) Biometrika , vol.82 , pp. 93-100
    • Linton, O.1    Nielsen, J.2
  • 7
    • 0033233743 scopus 로고    scopus 로고
    • The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
    • Mammen E, Linton O, Nielsen J. The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Ann. Statist. 1999, 27:1443-1490.
    • (1999) Ann. Statist. , vol.27 , pp. 1443-1490
    • Mammen, E.1    Linton, O.2    Nielsen, J.3
  • 8
    • 0012630251 scopus 로고    scopus 로고
    • A general projection framework for constrained smoothing
    • Mammen E, Marron J S, Turlach B A, Wand M P. A general projection framework for constrained smoothing. Statist. Sci. 2001, 16:232-248.
    • (2001) Statist. Sci. , vol.16 , pp. 232-248
    • Mammen, E.1    Marron, J.S.2    Turlach, B.A.3    Wand, M.P.4
  • 9
    • 23744448208 scopus 로고    scopus 로고
    • Bandwidth selection for smooth backfitting in additive models
    • Mammen E, Park B U. Bandwidth selection for smooth backfitting in additive models. Ann. Statist. 2005, 33:1260-1294.
    • (2005) Ann. Statist. , vol.33 , pp. 1260-1294
    • Mammen, E.1    Park, B.U.2
  • 10
    • 12844249457 scopus 로고    scopus 로고
    • On difference-based variance estimation in nonparametric regression when the covariate is high dimensional
    • Munk A, Bissantz N, Wagner T, Freitag G. On difference-based variance estimation in nonparametric regression when the covariate is high dimensional. J. R. Statist. Soc. B 2005, 67:19-41.
    • (2005) J. R. Statist. Soc. B , vol.67 , pp. 19-41
    • Munk, A.1    Bissantz, N.2    Wagner, T.3    Freitag, G.4
  • 12
    • 0000982463 scopus 로고    scopus 로고
    • Asymptotic properties of backfitting estimators
    • Opsomer J. Asymptotic properties of backfitting estimators. J. Multiv. Anal. 2000, 73:166-179.
    • (2000) J. Multiv. Anal. , vol.73 , pp. 166-179
    • Opsomer, J.1
  • 13
    • 0031531299 scopus 로고    scopus 로고
    • Fitting a bivariate additive model by local polynomial regression
    • Opsomer J, Ruppert D. Fitting a bivariate additive model by local polynomial regression. Ann. Statist. 1997, 25:186-212.
    • (1997) Ann. Statist. , vol.25 , pp. 186-212
    • Opsomer, J.1    Ruppert, D.2
  • 14
    • 0032390645 scopus 로고    scopus 로고
    • A fully automated bandwidth selection method for fitting additive models
    • Opsomer J, Ruppert D. A fully automated bandwidth selection method for fitting additive models. J. Am. Statist. Ass. 1998, 93:605-619.
    • (1998) J. Am. Statist. Ass. , vol.93 , pp. 605-619
    • Opsomer, J.1    Ruppert, D.2
  • 15
    • 77949517390 scopus 로고    scopus 로고
    • On properties of local additive estimation based on the smooth backfitting estimator
    • Lancaster University, Lancaster, (Available from .)
    • Park J, Seifert B. On properties of local additive estimation based on the smooth backfitting estimator. 2008, Lancaster University, Lancaster, (Available from .)
    • (2008)
    • Park, J.1    Seifert, B.2
  • 16
    • 0036331160 scopus 로고    scopus 로고
    • Variance estimation for high-dimensional regression models
    • Spokoiny V. Variance estimation for high-dimensional regression models. J. Multiv. Anal. 2002, 82:111-132.
    • (2002) J. Multiv. Anal. , vol.82 , pp. 111-132
    • Spokoiny, V.1
  • 17
    • 0000439527 scopus 로고
    • Optimal rates of convergence for nonparametric estimators
    • Stone C J. Optimal rates of convergence for nonparametric estimators. Ann. Statist. 1980, 8:1348-1360.
    • (1980) Ann. Statist. , vol.8 , pp. 1348-1360
    • Stone, C.J.1
  • 18
    • 0000439527 scopus 로고
    • Optimal global rates of convergence for nonparametric regression
    • Stone C J. Optimal global rates of convergence for nonparametric regression. Ann. Statist. 1982, 10:1040-1053.
    • (1982) Ann. Statist. , vol.10 , pp. 1040-1053
    • Stone, C.J.1
  • 19
    • 23744489640 scopus 로고    scopus 로고
    • Nonparametric regression penalizing deviations from additivity
    • Studer M, Seifert B, Gasser T. Nonparametric regression penalizing deviations from additivity. Ann. Statist. 2005, 33:1295-1329.
    • (2005) Ann. Statist. , vol.33 , pp. 1295-1329
    • Studer, M.1    Seifert, B.2    Gasser, T.3
  • 20
    • 0034364945 scopus 로고    scopus 로고
    • Modelling and smoothing parameter estimation with multiple quadratic penalties
    • Wood S N. Modelling and smoothing parameter estimation with multiple quadratic penalties. J. R. Statist. Soc. B 2000, 62:413-428.
    • (2000) J. R. Statist. Soc. B , vol.62 , pp. 413-428
    • Wood, S.N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.