论文信息 - An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models

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

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.

Jens Perch Nielsen | Oliver Linton | O. Linton | J. Nielsen

[1] W. Härdle,et al. Estimation of additive regression models with known links , 1996 .

[2] Dag Tjøstheim,et al. Nonparametric Identification of Nonlinear Time Series: Projections , 1994 .

[3] R. Tibshirani,et al. Generalized Additive Models , 1991 .

[4] O. Linton,et al. A kernel method of estimating structured nonparametric regression based on marginal integration , 1995 .