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The asymptotic spread of estimators

✍ Scribed by Chris A.J. Klaassen


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
949 KB
Volume
23
Category
Article
ISSN
0378-3758

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Asymptotic Properties of Backfitting Est
✍ Jean D. Opsomer πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 165 KB

When additive models with more than two covariates are fitted with the backfitting algorithm proposed by Buja et al. [2], the lack of explicit expressions for the estimators makes study of their theoretical properties cumbersome. Recursion provides a convenient way to extend existing theoretical res