AN OPTIMIZATION INTERPRETATION OF INTEGRATION AND BACK-FITTING ESTIMATORS FOR SEPARABLE NONPARAMETRIC MODELS

Authors
NIELSEN JP LINTON OB
Citation
Jp. Nielsen et Ob. Linton, AN OPTIMIZATION INTERPRETATION OF INTEGRATION AND BACK-FITTING ESTIMATORS FOR SEPARABLE NONPARAMETRIC MODELS, Journal of the Royal Statistical Society. Series B: Methodological, 60, 1998, pp. 217-222
Citations number
9
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
ISSN journal
13697412 → ACNP
Volume
60
Year of publication
1998
Part
1
Pages
217 - 222
Database
ISI
SICI code
1369-7412(1998)60:<217:AOIOIA>2.0.ZU;2-H
Abstract
We provide an optimization interpretation of both back-fitting and int egration estimators for additive nonparametric regression. We find tha t the integration estimator is a projection with respect to a product measure. We also provide further understanding of the back-fitting met hod.