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Backfitting and smooth backfitting for additive quantile models
additive quantile models math
2010/11/18
In this paper, we study the ordinary backfitting and smooth backfitting as methods of fitting additive quantile models. We show that these backfitting quantile estimators are asymptotically equivalen...
A Note on The Backfitting Estimation of Additive Models
additive model backfitting algorithm convergence of algorithm kernelsmoothing
2010/3/18
The additive model is one of the most popular semiparametric models. The backfitting
estimation (Buja, Hastie and Tibshirani, 1989, Ann. Statist.) for the model
is intuitively easy to understand and...
A simple smooth backfitting method for additive models
Backfitting nonparametric regression local linear smoothing
2010/4/26
In this paper a new smooth backfitting estimate is proposed for
additive regression models. The estimate has the simple structure of
Nadaraya–Watson smooth backfitting but at the same time achieves
...