Skip to main content

An optimization interpretation of integration and back-fitting estimators for separable nonparametric models

Buy Article:

$51.00 plus tax (Refund Policy)

Abstract:

We provide an optimization interpretation of both back-fitting and integration estimators for additive nonparametric regression. We find that the integration estimator is a projection with respect to a product measure. We also provide further understanding of the back-fitting method.

Keywords: Additive regression models; Dimensionality reduction; Kernel estimation; Nonparametric regression

Document Type: Original Article

DOI: https://doi.org/10.1111/1467-9868.00120

Affiliations: 1: P.F.A. Pension, Copenhagen, Denmark, 2: Yale University, New Haven, USA

Publication date: 1998-01-01

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more