Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
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- 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(4), pages 466-479, December.
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"Additive nonparametric models with time variable and both stationary and nonstationary regressors,"
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- Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation for Research in Economics, Yale University.
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Keywords
Additive interactive regression model; cross-validation; curse of dimensionality; generalized cross-validation; mean average squared error; nonparametric estimation; nonparametric regression; series estimator;All these keywords.
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