Bissantz, NicolaiDette, HolgerHildebrandt, Thimo2013-10-112013-10-112013-10-11http://hdl.handle.net/2003/3109310.17877/DE290R-5618We 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.enDiscussion Paper / SFB 823;37/2013additive modelscurse of dimensionalityinverse regressionsmooth back tting310330620working paper