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dc.contributor.authorBissantz, Nicolai-
dc.contributor.authorDette, Holger-
dc.contributor.authorHildebrandt, Thimo-
dc.date.accessioned2013-10-11T07:26:30Z-
dc.date.available2013-10-11T07:26:30Z-
dc.date.issued2013-10-11-
dc.identifier.urihttp://hdl.handle.net/2003/31093-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-5618-
dc.description.abstractWe 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.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;37/2013-
dc.subjectadditive modelsen
dc.subjectcurse of dimensionalityen
dc.subjectinverse regressionen
dc.subjectsmooth back ttingen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleSmooth backfitting in additive inverse regressionen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

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