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

Park, Juhyun and Seifert, Burkhardt (2008) On properties of local additive estimation based on the smooth backfitting estimator. Working Paper. UNSPECIFIED. (Unpublished)

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    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.

    Item Type: Monograph (Working Paper)
    Subjects: Q Science > QA Mathematics
    Departments: Faculty of Science and Technology > Mathematics and Statistics
    ID Code: 20800
    Deposited By: Dr Juhyun Park
    Deposited On: 02 Dec 2008 09:43
    Refereed?: No
    Published?: Unpublished
    Last Modified: 25 Oct 2013 15:05
    Identification Number:
    URI: http://eprints.lancs.ac.uk/id/eprint/20800

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