Integration and backfitting methods in additive models-finite sample properties and comparison
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DOI: 10.1007/BF02595879
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- Hardle, Wolfgang & Linton, Oliver, 1998. "Integration and Backfitting methods in additive models: finite sample properties and comparison," DES - Working Papers. Statistics and Econometrics. WS 6270, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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- Martins-Filho, Carlos & yang, ke, 2007. "Finite sample performance of kernel-based regression methods for non-parametric additive models under common bandwidth selection criterion," MPRA Paper 39295, University Library of Munich, Germany.
- Yang, Lijian & Hardle, Wolfgang, 2000. "Derivative estimation and testing in generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10084, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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- Hardle, Wolfgang & Huet, Sylvie & Mammen, Enno, 2000. "Bootstrap inference in semiparametric generalized additive models," DES - Working Papers. Statistics and Econometrics. WS 10079, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Jing Dai & Stefan Sperlich & Walter Zucchini, 2011. "Estimating and predicting the distribution of the number of visits to the medical doctor," MAGKS Papers on Economics 201148, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Wolfgang Karl Hardle & Elena Silyakova, 2020. "Implied Basket Correlation Dynamics," Papers 2009.09770, arXiv.org.
- Härdle Wolfgang Karl & Silyakova Elena, 2016. "Implied basket correlation dynamics," Statistics & Risk Modeling, De Gruyter, vol. 33(1-2), pages 1-20, September.
- Berthold R. Haag, 2008. "Non‐parametric Regression Tests Using Dimension Reduction Techniques," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(4), pages 719-738, December.
- Grasshoff, Ulrike & Schwalbach, Joachim, 1999. "Executive pay and corporate financial performance. An exploratiove data analysis," DES - Working Papers. Statistics and Econometrics. WS 6382, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Graciela Boente & Alejandra Martínez & Matías Salibián-Barrera, 2017. "Robust estimators for additive models using backfitting," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(4), pages 744-767, October.
- Rodriguez Poo, Juan M. & Vieu, Philippe, 2000. "Semiparametric estimation of weak and strong separable models," DES - Working Papers. Statistics and Econometrics. WS 10064, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Hengartner, Nicolas W. & Sperlich, Stefan, 2005. "Rate optimal estimation with the integration method in the presence of many covariates," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 246-272, August.
- Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
- Fernández, Ana I. & Rodríguez-Póo, Juan M. & Sperlich, Stefan, 1998.
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- Rodríguez-Póo, Juan M. & Fernández, Ana I., 1999. "Semiparametric three step estimation methods in labor supply models," DES - Working Papers. Statistics and Econometrics. WS 6379, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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More about this item
Keywords
Additive models; curse of dimensionality; dimensionality reduction; model choice; nonparametric regression; 62G07; 62G20; 62G35;All these keywords.
JEL classification:
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