EFFICIENT ESTIMATION OF ADDITIVE NONPARAMETRIC REGRESSION-MODELS

Authors
LINTON OB
Citation
Ob. Linton, EFFICIENT ESTIMATION OF ADDITIVE NONPARAMETRIC REGRESSION-MODELS, Biometrika, 84(2), 1997, pp. 469-473
Citations number
11
Categorie Soggetti
Mathematical Methods, Biology & Medicine","Statistic & Probability
Journal title
Biometrika → ACNP
ISSN journal
00063444
Volume
84
Issue
2
Year of publication
1997
Pages
469 - 473
Database
ISI
SICI code
0006-3444(1997)84:2<469:EEOANR>2.0.ZU;2-I
Abstract
We define a new procedure for estimating additive nonparametric regres sion models. We use the integration method of Linton & Nielsen (1995) to provide starting values that are then used in a one-step backfittin g procedure. We show that our new method is efficient in a certain sen se and dominates the straight integration method according to mean squ ared error.