A kernel method of estimating structured nonparametric regression based on marginal integration

Linton, O. & Nielsen, J. P. (1995). A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika, 82, 93-100. https://doi.org/10.1093/biomet/82.1.93
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We define a simple kernel procedure based on marginal integration that estimates the relevant univariate quantity in both additive and multiplicative nonparametric regression.

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