Asymptotic Properties of Backfitting Estimators
نویسندگان
چکیده
منابع مشابه
Asymptotic Properties of Back tting Estimators
When additive models with more than two covariates are tted with the backktting algorithm proposed by Buja et al. 2], the lack of explicit expressions for the estimators makes study of their theoretical properties cumbersome. Recursion provides a convenient way to extend existing theoretical results for bivariate additive models to models of arbitrary dimension. In the case of local polynomial ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2000
ISSN: 0047-259X
DOI: 10.1006/jmva.1999.1868