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• Lijian Yang

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Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

Volume (Year): 61 (2009)
Issue (Month): 3 (September)
Pages: 663-690
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Handle: RePEc:spr:aistmt:v:61:y:2009:i:3:p:663-690

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Related research

Keywords: Bandwidths; B spline; Knots; Local linear estimator; Nadaraya-Watson estimator; Nonparametric regression;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Sperlich, Stefan & Tj stheim, Dag & Yang, Lijian, 2002. "Nonparametric Estimation And Testing Of Interaction In Additive Models," Econometric Theory, Cambridge University Press, vol. 18(02), pages 197-251, April. [Downloadable!]
   Other versions:
   • S. Sperlich & D. Tjostheim & L. Yang, . "Nonparametric Estimation and Testing of Interaction in Additive Models," Sonderforschungsbereich 373 1998-14, Humboldt Universitaet Berlin.
2. Andrews, Donald W.K. & Whang, Yoon-Jae, 1990. "Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality," Econometric Theory, Cambridge University Press, vol. 6(04), pages 466-479, December. [Downloadable!]
   Other versions:
   • Donald W.K. Andrews & Yoon-Jae Whang, 1989. "Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality," Cowles Foundation Discussion Papers 925, Cowles Foundation, Yale University. [Downloadable!]
3. J. Fan & W. H"Ardle & E. Mammen, . "Direct estimation of low dimensional components in additive models," Sonderforschungsbereich 373 1996-17, Humboldt Universitaet Berlin.
4. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2001. "Bootstrap Inference in Semiparametric Generalized Additive Models," Finance Working Papers 01-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
5. Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle, 2005. "Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration," SFB 649 Discussion Papers SFB649DP2005-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
   Other versions:
   • Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006. "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 1212-1227, September. [Downloadable!] (restricted)
6. Härdle, Wolfgang, 1989. "Asymptotic maximal deviation of M-smoothers," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 163-179, May. [Downloadable!] (restricted)
7. Joel Horowitz & Enno Mammen, 2002. "Nonparametric estimation of an additive model with a link function," CeMMAP working papers CWP19/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
   Other versions:
   • J. Horowitz & E. Mammen, . "Nonparametric Estimation of an Additive Model with a Link Function," Sonderforschungsbereich 373 2002-63, Humboldt Universitaet Berlin.
8. H rdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004. "Bootstrap Inference In Semiparametric Generalized Additive Models," Econometric Theory, Cambridge University Press, vol. 20(02), pages 265-300, April. [Downloadable!]
9. Jens Perch Nielsen & Stefan Sperlich, 2005. "Smooth backfitting in practice," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 67(1), pages 43-61. [Downloadable!] (restricted)
10. J. Fan & J. Chen, 1999. "One-step local quasi-likelihood estimation," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 927-943. [Downloadable!] (restricted)
11. L. Yang & W. H"Ardle, . "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," Sonderforschungsbereich 373 1996-62, Humboldt Universitaet Berlin.
    Other versions:
    • L. Yang & W. Härdle & J. Nielsen, . "Nonparametric Autoregression with Multiplicative Volatility and Additive Mean," Sonderforschungsbereich 373 1998-107, Humboldt Universitaet Berlin.
12. Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 663-690, September. [Downloadable!] (restricted)
13. Oliver Linton & Enno Mammen & N Nielsen, 2000. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," STICERD - Econometrics Paper Series /2000/386, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
    Other versions:
    • Oliver Linton & E. Mammen & J. Nielsen, 1997. "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions," Cowles Foundation Discussion Papers 1160, Cowles Foundation, Yale University. [Downloadable!]
14. Hall, Peter & Titterington, D. M., 1988. "On confidence bands in nonparametric density estimation and regression," Journal of Multivariate Analysis, Elsevier, vol. 27(1), pages 228-254, October. [Downloadable!] (restricted)
15. Hardle W. & Sperlich S. & Spokoiny V., 2001. "Structural Tests in Additive Regression," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1333-1347, December. [Downloadable!] (restricted)
16. Opsomer, Jean D., 2000. "Asymptotic Properties of Backfitting Estimators," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 166-179, May. [Downloadable!] (restricted)
17. Jianhua Z. Huang & Lijian Yang, 2004. "Identification of non-linear additive autoregressive models," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 66(2), pages 463-477. [Downloadable!] (restricted)

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This page was last updated on 2009-12-4.