Local Linear Smoothing in Additive Models as Data Projection

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskningfagfællebedømt

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.

OriginalsprogEngelsk
TitelFoundations of Modern Statistics - Festschrift in Honor of Vladimir Spokoiny
RedaktørerDenis Belomestny, Cristina Butucea, Enno Mammen, Eric Moulines, Markus Reiß, Vladimir V. Ulyanov
Antal sider27
ForlagSpringer
Publikationsdato2023
Sider197-223
ISBN (Trykt)9783031301131
DOI
StatusUdgivet - 2023
BegivenhedInternational conference on Foundations of Modern Statistics, FMS 2019 - Berlin, Tyskland
Varighed: 6 nov. 20198 nov. 2019

Konference

KonferenceInternational conference on Foundations of Modern Statistics, FMS 2019
LandTyskland
ByBerlin
Periode06/11/201908/11/2019
NavnSpringer Proceedings in Mathematics and Statistics
Vol/bind425
ISSN2194-1009

Bibliografisk note

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

Links

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