ESTIMATION OF ADDITIVE REGRESSION-MODELS WITH KNOWN LINKS

Authors
LINTON OB HARDLE W
Citation
Ob. Linton et W. Hardle, ESTIMATION OF ADDITIVE REGRESSION-MODELS WITH KNOWN LINKS, Biometrika, 83(3), 1996, pp. 529-540
Citations number
26
Categorie Soggetti
Mathematical Methods, Biology & Medicine","Statistic & Probability
Journal title
Biometrika → ACNP
ISSN journal
00063444
Volume
83
Issue
3
Year of publication
1996
Pages
529 - 540
Database
ISI
SICI code
0006-3444(1996)83:3<529:EOARWK>2.0.ZU;2-E
Abstract
We consider estimation of an additive nonparametric regression model w ith known link function. The asymptotic distribution of this regressio n estimate is given. The practical performance is investigated via an application to the study of migration between East and West Germany.