Park, Juhyun and Seifert, Burkhardt (2010) Local additive estimation. Journal of Royal Statistical Society Series B, 72 (2). pp. 171-191. ISSN 1467-9868Full text not available from this repository.
Additive models are popular in high dimensional regression problems owing to their flexibility in model building and optimality in additive function estimation. Moreover, they do not suffer from the so-called curse of dimensionality generally arising in non-parametric regression settings. Less known is the model bias that is incurred from the restriction to the additive class of models. We introduce a new class of estimators that reduces additive model bias, yet preserves some stability of the additive estimator. The new estimator is constructed by localizing the additivity assumption and thus is named the local additive estimator. It follows the spirit of local linear estimation but is shown to be able to relieve partially the dimensionality problem. Implementation can be easily made with any standard software for additive regression. For detailed analysis we explicitly use the smooth backfitting estimator of Mammen, Linton and Nielsen.
|Journal or Publication Title:||Journal of Royal Statistical Society Series B|
|Uncontrolled Keywords:||Additive models • Backfitting • Local polynomial smoothing • Non-parametric regression|
|Subjects:||Q Science > QA Mathematics|
|Departments:||Faculty of Science and Technology > Mathematics and Statistics|
|Deposited By:||Dr Juhyun Park|
|Deposited On:||02 Dec 2008 09:33|
|Last Modified:||09 Oct 2013 15:40|
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