Estimation of additive regression models with known links

被引：90

作者：

Linton, OB ^{[1
]}

Hardle, W ^{[1
]}

机构：

[1] HUMBOLDT UNIV BERLIN,INST STAT & OKONOMET,D-10178 BERLIN,GERMANY

来源：

BIOMETRIKA | 1996年 / 83卷 / 03期

基金：

美国国家科学基金会;

关键词：

additive regression model; dimensionality reduction; Kernel estimation; nonparametric regression;

D O I：

10.1093/biomet/83.3.529

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

We consider estimation of an additive nonparametric regression model with known link function. The asymptotic distribution of this regression estimate is given. The practical performance is investigated via an application to the study of migration between East and West Germany.

引用

页码：529 / 540

页数：12

共 26 条

[1]

BREIMAN L, 1985, J AM STAT ASSOC, V80, P580, DOI 10.2307/2288473

[2]

BUJA A, 1989, ANN STAT, V17, P453, DOI 10.1214/aos/1176347115

[3] SOME REMARKS ON OVERDISPERSION [J].

COX, DR .

BIOMETRIKA, 1983, 70 (01) :269-274

[4] EFFICIENT ESTIMATES IN SEMIPARAMETRIC ADDITIVE REGRESSION-MODELS WITH UNKNOWN ERROR DISTRIBUTION [J].

CUZICK, J .

ANNALS OF STATISTICS, 1992, 20 (02) :1129-1136

[5] LOCAL POLYNOMIAL KERNEL REGRESSION FOR GENERALIZED LINEAR-MODELS AND QUASI-LIKELIHOOD FUNCTIONS [J].

FAN, JQ ;

HECKMAN, NE ;

WAND, MP .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1995, 90 (429) :141-150

[6] DESIGN-ADAPTIVE NONPARAMETRIC REGRESSION [J].

FAN, JQ .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1992, 87 (420) :998-1004

[7] ON PROJECTION PURSUIT REGRESSION [J].

HALL, P .

ANNALS OF STATISTICS, 1989, 17 (02) :573-588

[8] BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION [J].

HARDLE, W ;

MARRON, JS .

ANNALS OF STATISTICS, 1991, 19 (02) :778-796

[9]

HARDLE W., 1990, ECONOMETRIC MONOGRAP, V19

[10]

HARDLE W, 1995, ENCY STAT SCI, V12

← 1 2 3 →