Oracle-efficient Nonparametric Estimation of an Additive Model with an Unknown Link Function

@inproceedings{Horowitz2007OracleefficientNE,
  title={Oracle-efficient Nonparametric Estimation of an Additive Model with an Unknown Link Function},
  author={Joel L. Horowitz},
  year={2007}
}
This paper describes an estimator of the additive components of a nonparametric additive model with an unknown link function. When the additive components and link function are twice differentiable with sufficiently smooth second derivatives, the estimator is asymptotically normally distributed with a rate of convergence in probability of . This is true regardless of the (finite) dimension of the explanatory variable. Thus, the estimator has no curse of dimensionality. Moreover, the asymptotic… CONTINUE READING

References

Publications referenced by this paper.
Showing 1-10 of 30 references

Optimal estimation in additive regression models

  • J. L. Horowitz, J. Klemelä, E. Mammen
  • Bernoulli
  • 2006
1 Excerpt

Optimal estimation in additive regression models, Bernoulli

  • J. L. Horowitz, J. Klemelä, E. Mammen
  • 2006
1 Excerpt

Asymptotic properties of backfitting estimators

  • J. D. Opsomer
  • Journal of Multivariate Analysis,
  • 2000
1 Excerpt

Similar Papers

Loading similar papers…