Browsing Sonderforschungsbereich 649: Ökonomisches Risiko by Author "Liu, Rong"

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2011-03-14Diskussionspapier

Oracally Efficient Two-Step Estimation of Generalized Additive Model

Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl

Generalized additive models (GAM) are multivariate nonparametric regressions for non-Gaussian responses including binary and count data. We propose a spline-backfitted kernel (SBK) estimator for the component functions. ...
2014-01-16Diskussionspapier

Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models

Zheng, Shuzhuan; Liu, Rong; Yang, Lijian; Härdle, Wolfgang Karl

In spite of the widespread use of generalized additive models (GAMs), there is no well established methodology for simultaneous inference and variable selection for the components of GAM. There is no doubt that both, ...