Park, Juhyun and Seifert, Burkhardt (2008) On properties of local additive estimation based on the smooth backfitting estimator. EPRINTS-JOURNAL. (Unpublished)
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.
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