RT Generic
T1 Integration and Backfitting methods in additive models: finite sample properties and comparison
A1 Sperlich, Stefan
A1 Hardle, Wolfgang
A1 Linton, Oliver
A2 Universidad Carlos III de Madrid. Departamento de Estadística, 
AB We examine and compare the finite sample performance of the competing backfitting and integration methods for estimating additive nonparametric regression using simulated data. Although, the asymptotic properties of the integration estimator, and to some extent the backfitting method too, are well understood, its small sample properties are not well investigated. Apart from some small experiments in the above cited papers, there is little hard evidence concerning the exact distribution of the estimates. It is our purpose to provide an extensive finite sample comparison between the backfitting procedure and the integration procedure using simulated data.
YR 1998
FD 1998-11
LK http://hdl.handle.net/10016/6270
UL http://hdl.handle.net/10016/6270
LA eng
DS e-Archivo
RD 27 abr. 2024