메뉴 건너뛰기




Volumn 62, Issue , 2013, Pages 136-148

Bandwidth selection for backfitting estimation of semiparametric additive models: A simulation study

Author keywords

Backfitting estimation; Bandwidth selection; Mean squared error; Nonparametric regression; Semiparametric additive model

Indexed keywords

BANDWIDTH; MEAN SQUARE ERROR;

EID: 84885022472     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2013.01.010     Document Type: Article
Times cited : (4)

References (30)
  • 1
    • 33745184792 scopus 로고    scopus 로고
    • Estimation and testing in a partial linear regression model under long-memory dependence
    • DOI 10.3150/bj/1077544603
    • Aneiros-Pérez, G., González-Mantiega, W., Vieu, P., 2004. Estimation and testing in a partial linear regression model under long-memory dependence. Bernoulli 10, 49-78. (Pubitemid 44242783)
    • (2004) Bernoulli , vol.10 , Issue.1 , pp. 49-78
    • Aneiros-Perez, G.1    Gonzalez-Manteiga, W.2    Vieu, P.3
  • 3
    • 0041958932 scopus 로고
    • Ideal spatial adaptation by wavelet shrinkage
    • Donoho, D.L., Johnstone, I.M., 1994. Ideal spatial adaptation by wavelet shrinkage. Biometrika 81, 425-455.
    • (1994) Biometrika , vol.81 , pp. 425-455
    • Donoho, D.L.1    Johnstone, I.M.2
  • 4
    • 0032887130 scopus 로고    scopus 로고
    • Approximate standard errors in semiparametric models
    • Durban, M., Hackett, C.A., Currie, I.D., 1999. Approximate standard errors in semiparametric models. Biometrics 55, 699-703. (Pubitemid 29427066)
    • (1999) Biometrics , vol.55 , Issue.3 , pp. 699-703
    • Durban, M.1    Hackett, C.A.2    Currie, L.D.3
  • 5
    • 25444532788 scopus 로고    scopus 로고
    • Flexible smoothing with B-splines and penalties
    • Eilers, P., Marx, B., 1996. Flexible smoothing with B-splines and penalties. Statistical Science 11, 89-102.
    • (1996) Statistical Science , vol.11 , pp. 89-102
    • Eilers, P.1    Marx, B.2
  • 6
    • 8644257675 scopus 로고    scopus 로고
    • Penalized structured additive regression for space-time data: A Bayesian perspective
    • Fahrmeir, L., Kneib, T., Lang, S., 2004. Penalized structured additive regression for space-time data: a Bayesian perspective. Statistica Sinica 14, 731-761. (Pubitemid 39499211)
    • (2004) Statistica Sinica , vol.14 , Issue.3 , pp. 731-761
    • Fahrmeir, L.1    Kneib, T.2    Lang, S.3
  • 8
    • 24644452605 scopus 로고    scopus 로고
    • Nonparametric inferences for additive models
    • DOI 10.1198/016214504000001439
    • Fan, J., Jiang, J., 2005. Nonparametric inferences for additive models. Journal of the American Statistical Association 100, 890-907. (Pubitemid 41276335)
    • (2005) Journal of the American Statistical Association , vol.100 , Issue.471 , pp. 890-907
    • Fan, J.1    Jiang, J.2
  • 13
    • 34548390485 scopus 로고    scopus 로고
    • Partial regression method to fit a generalized additive model
    • DOI 10.1002/env.827
    • He, S., Matzumdar, S., Arena, V.C., Tang, G., 2007. Partial regression method to fit a generalized additive model. Environmetrics 18, 599-606. (Pubitemid 47359710)
    • (2007) Environmetrics , vol.18 , Issue.6 , pp. 599-606
    • He, S.1    Mazumdar, S.2    Arena, V.C.3    Tang, G.4
  • 14
    • 0002604976 scopus 로고    scopus 로고
    • A simple root n bandwidth selector for nonparametric regression
    • Heiler, S., Feng, Y., 1998. A simple root n bandwidth selector for nonparametric regression. Journal of Nonparametric Statistics 9, 1-21. (Pubitemid 128587998)
    • (1998) Journal of Nonparametric Statistics , vol.9 , Issue.1 , pp. 1-21
    • Heiler, S.1    Feng, Y.2
  • 15
    • 0033465634 scopus 로고    scopus 로고
    • Automatic bandwidth choice in a semiparametric regression model
    • Hong, S.-Y., 1999. Automatic bandwidth choice in a semiparametric regression model. Statistica Sinica 9, 775-794.
    • (1999) Statistica Sinica , vol.9 , pp. 775-794
    • Hong, S.-Y.1
  • 17
    • 0029427071 scopus 로고
    • Second order approximation in the partially linear regression model
    • Linton, O., 1995. Second order approximation in the partially linear regression model. Econometrica 63, 1079-1112.
    • (1995) Econometrica , vol.63 , pp. 1079-1112
    • Linton, O.1
  • 18
    • 77956888636 scopus 로고
    • A kernel method of estimating structured nonparametric regression based on marginal integration
    • Linton, O., Nielsen, J., 1995. A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika 82, 93-100.
    • (1995) Biometrika , vol.82 , pp. 93-100
    • Linton, O.1    Nielsen, J.2
  • 19
    • 33947277465 scopus 로고    scopus 로고
    • Efficient estimation of population-level summaries in general semiparametric regression models
    • Maity, A., Ma, Y., Carroll, R.J., 2007. Efficient estimation of population-level summaries in general semiparametric regression models. Journal of the American Statistical Association 102, 123-139.
    • (2007) Journal of the American Statistical Association , vol.102 , pp. 123-139
    • Maity, A.1    Ma, Y.2    Carroll, R.J.3
  • 20
    • 0033233743 scopus 로고    scopus 로고
    • The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
    • Mammen, E., Linton, O., Nielsen, J., 1999. The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Annals of Statistics 27, 1443-1490.
    • (1999) Annals of Statistics , vol.27 , pp. 1443-1490
    • Mammen, E.1    Linton, O.2    Nielsen, J.3
  • 21
    • 0000982463 scopus 로고    scopus 로고
    • Asymptotic properties of backfitting estimators
    • Opsomer, J.D., 2000. Asymptotic properties of backfitting estimators. Journal of Multivariate Analysis 73, 166-179.
    • (2000) Journal of Multivariate Analysis , vol.73 , pp. 166-179
    • Opsomer, J.D.1
  • 22
    • 0033267536 scopus 로고    scopus 로고
    • A root-n consistent backfitting estimator for semiparametric additive modeling
    • Opsomer, J.D., Ruppert, D., 1999. A root-n consistent backfitting estimator for semiparametric additive modeling. Journal of Computational and Graphical Statistics 8, 715-732.
    • (1999) Journal of Computational and Graphical Statistics , vol.8 , pp. 715-732
    • Opsomer, J.D.1    Ruppert, D.2
  • 23
    • 79951480123 scopus 로고    scopus 로고
    • R Development Core Team, R Foundation for Statistical Computing, Vienna, Austria, ISBN: 3-900051-07-0
    • R Development Core Team, 2010. R: a language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria, ISBN: 3-900051-07-0. URL: http://www.R-project.org.
    • (2010) R: A Language and Environment for Statistical Computing
  • 24
    • 0000196746 scopus 로고
    • Convergence-rates for partially splined models
    • Rice, J., 1986. Convergence-rates for partially splined models. Statistics & Probability Letters 4 (4), 203-208.
    • (1986) Statistics & Probability Letters , vol.4 , Issue.4 , pp. 203-208
    • Rice, J.1
  • 25
    • 0000218602 scopus 로고
    • Root-n-consistent semiparametric regression
    • Robinson, P., 1988. Root-n-consistent semiparametric regression. Econometrica 56, 931-954.
    • (1988) Econometrica , vol.56 , pp. 931-954
    • Robinson, P.1
  • 26
    • 0010027636 scopus 로고    scopus 로고
    • Empirical-bias bandwidths for local polynomial nonparametric regression and density estimation
    • Ruppert, D., 1997. Empirical-bias bandwidths for local polynomial nonparametric regression and density estimation. Journal of the American Statistical Association 92, 1049-1062.
    • (1997) Journal of the American Statistical Association , vol.92 , pp. 1049-1062
    • Ruppert, D.1
  • 27
    • 3042574880 scopus 로고    scopus 로고
    • AMlet, RAMlet, and GAMlet: Automatic nonlinear fitting of additive models, robust and generalized, with wavelets
    • DOI 10.1198/1061860043434
    • Sardy, S., Tseng, P., 2004. Amlet, ramlet, and gamlet: automatic nonlinear fitting of additive models, robust and generalized, with wavelets. Journal of Computational and Graphical Statistics 13, 283-309. (Pubitemid 38845886)
    • (2004) Journal of Computational and Graphical Statistics , vol.13 , Issue.2 , pp. 283-309
    • Sardy, S.1    Tseng, P.2
  • 29
    • 0000629975 scopus 로고
    • Cross-validatory choice and assessment of statistical predictions
    • with discussion
    • Stone, M., 1974. Cross-validatory choice and assessment of statistical predictions (with discussion). Journal of the Royal Statistical Society: Series B 36, 111-147.
    • (1974) Journal of the Royal Statistical Society: Series B , vol.36 , pp. 111-147
    • Stone, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.