Local Linear Smoothing in Additive Models as Data Projection

Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

We discuss local linear smooth backfitting for additive nonparametric models. This procedure is well known for achieving optimal convergence rates under appropriate smoothness conditions. In particular, it allows for the estimation of each component of an additive model with the same asymptotic accuracy as if the other components were known. The asymptotic discussion of local linear smooth backfitting is rather complex because typically an overwhelming notation is required for a detailed discussion. In this paper we interpret the local linear smooth backfitting estimator as a projection of the data onto a linear space with a suitably chosen semi-norm. This approach simplifies both the mathematical discussion as well as the intuitive understanding of properties of this version of smooth backfitting.

Original languageEnglish
Title of host publicationFoundations of Modern Statistics - Festschrift in Honor of Vladimir Spokoiny
EditorsDenis Belomestny, Cristina Butucea, Enno Mammen, Eric Moulines, Markus Reiß, Vladimir V. Ulyanov
Number of pages27
PublisherSpringer
Publication date2023
Pages197-223
ISBN (Print)9783031301131
DOIs
Publication statusPublished - 2023
EventInternational conference on Foundations of Modern Statistics, FMS 2019 - Berlin, Germany
Duration: 6 Nov 20198 Nov 2019

Conference

ConferenceInternational conference on Foundations of Modern Statistics, FMS 2019
LandGermany
ByBerlin
Periode06/11/201908/11/2019
SeriesSpringer Proceedings in Mathematics and Statistics
Volume425
ISSN2194-1009

Bibliographical note

Publisher Copyright:
© 2023, The Author(s), under exclusive license to Springer Nature Switzerland AG.

    Research areas

  • Additive models, Backfitting, Data projection, Kernel smoothing, Local linear estimation

Links

ID: 369291853