EFFICIENT ESTIMATION OF GENERALIZEDADDITIVE NONPARAMETRIC REGRESSIONMODELSOliver
نویسنده
چکیده
We deene new procedures for estimating generalized additive nonparametric regression models that are more eecient than the Linton and HHrdle (1996) integration-based method and achieve certain oracle bounds. We consider criterion functions based on the Linear Exponential Family, which includes many important special cases. We also consider the extension to multiple parameter models like the Gamma distribution and to models for conditional heteroskedasticity.
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تاریخ انتشار 1998