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Efficient and fast spline-backfitted kernel smoothing of additive models

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  • Jing Wang
  • Lijian Yang

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  • Jing Wang & Lijian Yang, 2009. "Efficient and fast spline-backfitted kernel smoothing of additive models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(3), pages 663-690, September.
    • Handle: RePEc:spr:aistmt:v:61:y:2009:i:3:p:663-690
    DOI: 10.1007/s10463-007-0157-x
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    2. Opsomer, Jean D., 2000. "Asymptotic Properties of Backfitting Estimators," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 166-179, May.
    3. Lijian Yang & Wolfgang Hardle & Jens Nielsen, 1999. "Nonparametric Autoregression with Multiplicative Volatility and Additive mean," Journal of Time Series Analysis, Wiley Blackwell, vol. 20(5), pages 579-604, September.
    4. Härdle, Wolfgang & Huet, Sylvie & Mammen, Enno & Sperlich, Stefan, 2004. "Bootstrap Inference In Semiparametric Generalized Additive Models," Econometric Theory, Cambridge University Press, vol. 20(2), pages 265-300, April.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. Harrison, David Jr. & Rubinfeld, Daniel L., 1978. "Hedonic housing prices and the demand for clean air," Journal of Environmental Economics and Management, Elsevier, vol. 5(1), pages 81-102, March.
    10. Sperlich, Stefan & Tjøstheim, Dag & Yang, Lijian, 2002. "Nonparametric Estimation And Testing Of Interaction In Additive Models," Econometric Theory, Cambridge University Press, vol. 18(2), pages 197-251, April.
    11. 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.
    12. Härdle, Wolfgang, 1989. "Asymptotic maximal deviation of M-smoothers," Journal of Multivariate Analysis, Elsevier, vol. 29(2), pages 163-179, May.
    13. Joel L. 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.
    14. 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, February.
    15. Härdle, Wolfgang & Tsybakov, A. & Yang, L., 1996. "Nonparametric Vector Autoregression," SFB 373 Discussion Papers 1996,61, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    16. 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, May.
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    Cited by:

    1. Kang, Yicheng & Shi, Yueyong & Jiao, Yuling & Li, Wendong & Xiang, Dongdong, 2021. "Fitting jump additive models," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
    2. Rong Liu & Yichuan Zhao, 2021. "Empirical likelihood inference for generalized additive partially linear models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 569-585, September.
    3. Jiawei Hou & Yunquan Song, 2022. "Interquantile shrinkage in spatial additive autoregressive models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(4), pages 1030-1057, December.
    4. Nathan Moore & Gopal Alagarswamy & Bryan Pijanowski & Philip Thornton & Brent Lofgren & Jennifer Olson & Jeffrey Andresen & Pius Yanda & Jiaguo Qi, 2012. "East African food security as influenced by future climate change and land use change at local to regional scales," Climatic Change, Springer, vol. 110(3), pages 823-844, February.
    5. Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," Canadian Journal of Economics, Canadian Economics Association, vol. 48(2), pages 389-407, May.
    6. Rui Li & Yuanyuan Zhang, 2021. "Two-stage estimation and simultaneous confidence band in partially nonlinear additive model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(8), pages 1109-1140, November.
    7. Joel L. Horowitz, 2015. "Variable selection and estimation in high‐dimensional models," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(2), pages 389-407, May.
    8. Jing Wang, 2012. "Modelling time trend via spline confidence band," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(2), pages 275-301, April.
    9. Boente, Graciela & Martínez, Alejandra Mercedes, 2023. "A robust spline approach in partially linear additive models," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
    10. Patrick, Joshua D. & Harvill, Jane L. & Hansen, Clifford W., 2016. "A semiparametric spatio-temporal model for solar irradiance data," Renewable Energy, Elsevier, vol. 87(P1), pages 15-30.
    11. Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," CeMMAP working papers CWP35/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Hu, Lixia & Huang, Tao & You, Jinhong, 2019. "Two-step estimation of time-varying additive model for locally stationary time series," Computational Statistics & Data Analysis, Elsevier, vol. 130(C), pages 94-110.
    13. Li, Xinyi & Wang, Li & Nettleton, Dan, 2019. "Sparse model identification and learning for ultra-high-dimensional additive partially linear models," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 204-228.
    14. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
    15. Takuma Yoshida, 2021. "Additive models for extremal quantile regression with Pareto-type distributions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(1), pages 103-134, March.
    16. Joel L. Horowitz, 2015. "Variable selection and estimation in high-dimensional models," CeMMAP working papers 35/15, Institute for Fiscal Studies.

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