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Direct estimation of low-dimensional components in additive models

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Additive regression models have turned out to be a useful statistical tool in analyses of high-dimensional data sets. Recently, an estimator of additive components has been introduced by Linton and Nielsen which is based on marginal integration. The explicit definition of this estimator makes possib...

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Hauptverfasser: Fan, Jianqing (VerfasserIn) , Härdle, Wolfgang (VerfasserIn) , Mammen, Enno (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 1998
In: The annals of statistics
Year: 1998, Jahrgang: 26, Heft: 3, Pages: 943-971
ISSN:2168-8966
Online-Zugang:Verlag, Volltext: http://dx.doi.org./doi:10.1214/aos/1024691083
Verlag, Volltext: https://projecteuclid.org/euclid.aos/1024691083#abstract
Verlag, Volltext: https://projecteuclid.org/download/pdf_1/euclid.aos/1024691083
Verlag, Volltext: http://www.jstor.org/stable/120063
Verlag, Volltext: http://www.jstor.org/stable/pdf/120063.pdf?refreqid=excelsior:a62b56a7867a55afeecf5363bd15b9d4
Volltext
Verfasserangaben:Jianqing Fan, Wolfgang Härdle, Enno Mammen

MARC

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