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2005-10-12Buch DOI: 10.18452/3509
Nonparametric Estimation of an Additive Model with a Link Function
dc.contributor.authorHorowitz, Joel L.
dc.contributor.authorMammen, Enno
dc.date.accessioned2017-06-15T21:13:29Z
dc.date.available2017-06-15T21:13:29Z
dc.date.created2005-10-12
dc.date.issued2005-10-12
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4161
dc.description.abstractThis 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 n -2/5 . This is true regardless of the (finite) dimension of the explanatory variable. Thus, in contrast to the existing asymptotically normal estimator, the new estimator has no curse of dimensionality. Moreover, the asymptotic distribution of each additive component is the same as it would be if the other components were known with certainty.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectnonparametric regressioneng
dc.subjectadditive modelseng
dc.subjectmultivariate curve estimationeng
dc.subjectkernel estimateseng
dc.subjectorthogonal series estimatoreng
dc.subject.ddc330 Wirtschaft
dc.titleNonparametric Estimation of an Additive Model with a Link Function
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10049252
dc.identifier.doihttp://dx.doi.org/10.18452/3509
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages33
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2002
local.edoc.container-issue63
local.edoc.container-year2002
local.edoc.container-erstkatid2135319-0

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