149
Views
9
CrossRef citations to date
0
Altmetric
Original Articles

A Computationally Efficient Oracle Estimator for Additive Nonparametric Regression with Bootstrap Confidence Intervals

, &
Pages 278-297 | Received 01 Feb 1998, Published online: 21 Feb 2012

References

  • Angrist , J. D. , Imbens , G. W. and Rubin , D. B. 1996 . “Identification of Causal Effects Using Instrumental Variables” . Journal of the American Statistical Association , 91 : 444 – 473 . (with discussion)
  • Auestad , B. and Tjøstheim , D. 1991 . “Functional Identification in Nonlinear Time Series” . In Nonparametric Functional Estimation and Related Topics , Edited by: Roussas , G. 493 – 507 . Amsterdam : Kluwer Academic .
  • Breiman , L. and Friedman , J. H. 1985 . “Estimating Optimal Transformations for Multiple Regression and Correlation” . Journal of the American Statistical Association , 80 : 580 – 619 . (with discussion)
  • Buja , A. , Hastie , T. and Tibshirani , R. 1989 . “Linear Smoothers and Additive Models” . The Annals of Statistics , 17 : 453 – 555 . (with discussion)
  • Chen , R. , Härdle , W. , Linton , O. B. and Severance-Lossin , E. “Estimation in Additive Nonparametric Regression” . Proceedings of the COMPSTAT Conference Semmering . Edited by: Schimek , W. M. Härdle . pp. 247 – 265 . Heidelberg : Physika Verlag .
  • Fan , J. 1992 . “Design-Adaptive Nonparametric Regression” . Journal of the American Statistical Association , 82 : 998 – 1004 .
  • Fan , J. 1993 . “Local Linear Regression Smoothers and Their Minimax Efficiencies” . The Annals of Statistics , 21 : 196 – 216 .
  • Fan , J. and Gijbels , I. 1992 . “Variable Bandwidth and Local Linear Regression Smoothers” . The Annals of Statistics , 20 : 2008 – 2036 .
  • Hall , P. 1992 . The Bootstrap and Edgeworth Expansion , Berlin : Springer-Verlag .
  • Härdle , W. 1990 . Applied Nonparametric Regression. Econometric Monograph Series 19 , Cambridge : Cambridge University Press .
  • Härdle , W. and Marron , E. 1991 . “Bootstrap Simultaneous Error Bars for Nonparametric Regression” . The Annals of Statistics , 19 : 778 – 796 .
  • Hastie , T. and Tibshirani , R. 1990 . Generalized Additive Models , London : Chapman and Hall .
  • Hengartner , N. W. 1996 . “Rate Optimal Estimation of Additive Regression via the Integration Method in the Presence of Many Covariates” , Department of Statistics, Yale University . Preprint, http://www.stat.yale.edu
  • Jones , M. C. , Davies , S. J. and Park , B. U. 1994 . “Versions of Kernel-Type Regression Estimators” . Journal of the American Statistical Association , 89 : 825 – 832 .
  • Jones , M. C. , Marron , J. S. and Sheather , S. J. 1996 . “A Brief Survey of Bandwidth Selection for Density Estimation” . Journal of the American Statistical Association , 91 : 401 – 407 .
  • Linton , O. B. 1996 . “Efficient Estimation of Additive Nonparametric Regression Models” . Biometrika , 84 : 469 – 474 .
  • Linton , O. B. and Härdle , W. 1996 . “Estimating Additive Regression Models With Known Links” . Biometrika , 83 : 529 – 540 .
  • Linton , O. B. and Nielsen , J. P. 1995 . “A Kernel Method of Estimating Structured Nonparametric Regression Based on Marginal Integration” . Biometrika , 82 : 93 – 100 .
  • Linton , O. B. , Wang , N. , Chen , R. and Härdle , W. 1997 . “An Analysis of Transformation for Additive Nonparametric Regression” . Journal of the American Statistical Association , 92 : 1512 – 1521 .
  • Masry , E. 1996 . “Multivariate Local Polynomial Regression for Time Series: Uniform Strong Consistency and Rates” . Journal of Time Series Analysis , 17 : 571 – 599 .
  • Newey , W. K. 1994 . “Kernel Estimation of Partial Means” . Econometric Theory , 10 : 233 – 253 .
  • Nielsen , J. P. and Linton , O. B. 1997 . “Multiplicative Marker Dependent Hazard Estimation” unpublished manuscript
  • Opsomer , J. D. and Ruppert , D. 1997 . “On the Existence and Asymptotic Properties of Backfitting Estimators” . The Annals of Statistics , 25 : 186 – 211 .
  • Stone , C. J. 1985 . “Additive Regression and Other Nonparametric Models” . The Annals of Statistics , 13 : 685 – 705 .
  • Stone , C. J. 1986 . “The Dimensionality Reduction Principle for Generalized Additive Models” . The Annals of Statistics , 14 : 592 – 606 .
  • Tjøstheim , D. and Auestad , B. 1994 . “Nonparametric Identification of Nonlinear Time Series Projections” . Journal of the American Statistical Association , 89 : 1398 – 1409 .
  • Wand , M. P. and Jones , M. C. 1995 . Kernel Smoothing , London : Chapman and Hall .
  • Wu , C. J. F. 1986 . “Jacknife, Bootstrap and Other Resampling Methods in Regression Analysis” . The Annals of Statistics , 14 : 1261 – 1343 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.