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On properties of local additive estimation based on the smooth backfitting estimator.

Research output: Working paper

Unpublished

Standard

On properties of local additive estimation based on the smooth backfitting estimator. / Park, Juhyun; Seifert, Burkhardt.
2008.

Research output: Working paper

Harvard

Park, J & Seifert, B 2008 'On properties of local additive estimation based on the smooth backfitting estimator.'. <http://www.maths.lancs.ac.uk/~parkj1/paper/locaddSBE.pdf>

APA

Park, J., & Seifert, B. (2008). On properties of local additive estimation based on the smooth backfitting estimator. http://www.maths.lancs.ac.uk/~parkj1/paper/locaddSBE.pdf

Vancouver

Park J, Seifert B. On properties of local additive estimation based on the smooth backfitting estimator. 2008.

Author

Park, Juhyun ; Seifert, Burkhardt. / On properties of local additive estimation based on the smooth backfitting estimator. 2008.

Bibtex

@techreport{d582ddb0f1fa448fa0fcc005fe600466,
title = "On properties of local additive estimation based on the smooth backfitting estimator.",
abstract = "We study properties of local additive estimation based on the smooth backfitting estimator by Mammen, Linton and Nielsen (1999). The local additive estimator defined as a restricted additive estimator and thus inherits locally properties of additive estimator. Our asymptotic analysis shows that this provides a new class of nonparametric regression estimators for high dimensional problem. Simulation studies are used to assess finite sample performance.",
author = "Juhyun Park and Burkhardt Seifert",
year = "2008",
language = "English",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - On properties of local additive estimation based on the smooth backfitting estimator.

AU - Park, Juhyun

AU - Seifert, Burkhardt

PY - 2008

Y1 - 2008

N2 - We study properties of local additive estimation based on the smooth backfitting estimator by Mammen, Linton and Nielsen (1999). The local additive estimator defined as a restricted additive estimator and thus inherits locally properties of additive estimator. Our asymptotic analysis shows that this provides a new class of nonparametric regression estimators for high dimensional problem. Simulation studies are used to assess finite sample performance.

AB - We study properties of local additive estimation based on the smooth backfitting estimator by Mammen, Linton and Nielsen (1999). The local additive estimator defined as a restricted additive estimator and thus inherits locally properties of additive estimator. Our asymptotic analysis shows that this provides a new class of nonparametric regression estimators for high dimensional problem. Simulation studies are used to assess finite sample performance.

M3 - Working paper

BT - On properties of local additive estimation based on the smooth backfitting estimator.

ER -