Authors: Bissantz, Nicolai
Dette, Holger
Hildebrandt, Thimo
Title: Smooth backfitting in additive inverse regression
Language (ISO): en
Abstract: We consider the problem of estimating an additive regression function in an inverse regression model with a convolution type operator. A smooth back fitting procedure is developed and asymptotic normality of the resulting estimator is established. Compared to other methods for the estimation in additive models the new approach neither requires observations on a regular grid nor the estimation of the joint density of the predictor. It is also demonstrated by means of a simulation study that the backfitting estimator outperforms the marginal integration method at least by a factor two with respect to the integrated mean squared error criterion.
Subject Headings: additive models
curse of dimensionality
inverse regression
smooth back tting
URI: http://hdl.handle.net/2003/31093
http://dx.doi.org/10.17877/DE290R-5618
Issue Date: 2013-10-11
Appears in Collections:Sonderforschungsbereich (SFB) 823

Files in This Item:
File Description SizeFormat 
DP_3713_SFB823_Bissantz_Dette_Hildebrandt.pdfDNB406.76 kBAdobe PDFView/Open


This item is protected by original copyright



All resources in the repository are protected by copyright.