An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models

J. P. Nielsen and Oliver Linton

Journal of the Royal Statistical Society Series B, 1998, vol. 60, issue 1, 217-222

Abstract: We provide an optimization interpretation of both back‐fitting and integration estimators for additive nonparametric regression. We find that the integration estimator is a projection with respect to a product measure. We also provide further understanding of the back‐fitting method.

Date: 1998
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Citations: View citations in EconPapers (18)

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https://doi.org/10.1111/1467-9868.00120

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Working Paper: An Optimization Interpretation of Integration and Backfitting Estimators for Separable Nonparametric Models (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssb:v:60:y:1998:i:1:p:217-222

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