A KERNEL-METHOD OF ESTIMATING STRUCTURED NONPARAMETRIC REGRESSION-BASED ON MARGINAL INTEGRATION

被引：320

作者：

LINTON, O ^{[1
]}

NIELSEN, JP ^{[1
]}

机构：

[1] PFA PENS,COPENHAGEN,DENMARK

来源：

BIOMETRIKA | 1995年 / 82卷 / 01期

关键词：

ADDITIVE MODEL; BACKFITTING; KERNEL ESTIMATION; MODEL SELECTION; NONPARAMETRIC REGRESSION;

D O I：

10.1093/biomet/82.1.93

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

We define a simple kernel procedure based on marginal integration that estimates the relevant univariate quantity in both additive and multiplicative nonparametric regression.

引用

页码：93 / 100

页数：8

共 15 条

[1]

BERNDT ER, 1991, PRACTICE ECONOMETRIC

[2] THE PI METHOD FOR ESTIMATING MULTIVARIATE FUNCTIONS FROM NOISY DATA [J].

BREIMAN, L .

TECHNOMETRICS, 1991, 33 (02) :125-143

[3]

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

[4] SEMIPARAMETRIC ESTIMATES OF THE RELATION BETWEEN WEATHER AND ELECTRICITY SALES [J].

ENGLE, RF ;

GRANGER, CWJ ;

RICE, J ;

WEISS, A .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1986, 81 (394) :310-320

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

FAN, JQ .

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

[6] PROJECTION PURSUIT REGRESSION [J].

FRIEDMAN, JH ;

STUETZLE, W .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (376) :817-823

[7] CONSISTENT NONPARAMETRIC REGRESSION FROM RECURSIVE PARTITIONING SCHEMES [J].

GORDON, L ;

OLSHEN, RA .

JOURNAL OF MULTIVARIATE ANALYSIS, 1980, 10 (04) :611-627

[8]

HARDLE W, 1990, APPLIED NONPARAMETRI

[9]

Hastie T. J., 1990, GEN ADDITIVE MODELS, DOI DOI 10.1201/9780203753781

[10] VERSIONS OF KERNEL-TYPE REGRESSION-ESTIMATORS [J].

JONES, MC ;

DAVIES, SJ ;

PARK, BU .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1994, 89 (427) :825-832

← 1 2 →