A kernel method of estimating structured nonparametric regression based on marginal integration
Linton, Oliver; and Nielsen, J P
(1995)
A kernel method of estimating structured nonparametric regression based on marginal integration
Biometrika, 82.
pp. 93-100.
ISSN 0006-3444
We define a simple kernel procedure based on marginal integration that estimates the relevant univariate quantity in both additive and multiplicative nonparametric regression.
| Item Type | Article |
|---|---|
| Keywords | additive model,backfitting,kernel estimation model selection,nonparametric regression |
| Departments | Economics |
| DOI | 10.1093/biomet/82.1.93 |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1265 |
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