Research output: Working paper
On properties of local additive estimation based on the smooth backfitting estimator. / Park, Juhyun; Seifert, Burkhardt.
2008.Research output: Working paper
}
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 -