Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Subject "kernel estimates"

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2005-10-12Buch

Nonparametric Estimation of an Additive Model with a Link Function

Horowitz, Joel L.; Mammen, Enno

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 ...