Nonparametric estimation of an additive model with a link function
نویسندگان
چکیده
منابع مشابه
Nonparametric estimation of an additive model with a link function
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally distributed with a rate of convergence in probability of 2 / 5 n− . This is true regardless of the (finite) dimension of the explanatory variable. Thus, in contrast ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2004
ISSN: 0090-5364
DOI: 10.1214/009053604000000814