Authors
Jean D Opsomer, David Ruppert
Publication date
1999/12/1
Journal
Journal of Computational and Graphical Statistics
Volume
8
Issue
4
Pages
715-732
Publisher
Taylor & Francis Group
Description
We explore additive models that combine both parametric and nonparametric terms and propose a √n-consistent backfitting estimator for the parametric component of the model. The theoretical properties of the estimator are developed for the case with a single nonparametric term and extended to an arbitrary number of nonparametric additive terms. An estimator for the optimal bandwidth making minimal use of asymptotic expressions for bias and variance is proposed, and a fast implementation algorithm for model fitting and bandwidth selection is developed. The practical behavior of the estimator and bandwidth selection is illustrated by simulation experiments.
Total citations
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Scholar articles
JD Opsomer, D Ruppert - Journal of Computational and Graphical Statistics, 1999