Direct estimation of low-dimensional components in additive models
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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| Main Authors: | , , |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
1998
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| In: |
The annals of statistics
Year: 1998, Volume: 26, Issue: 3, Pages: 943-971 |
| ISSN: | 2168-8966 |
| Online Access: | 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 
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| Author Notes: | Jianqing Fan, Wolfgang Härdle, Enno Mammen |
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Direct estimation of low dimensional components in additive models
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