Liu, Rong; Yang, Lijian; Härdle, Wolfgang K. - In: Journal of the American Statistical Association 108 (2013) 502, pp. 619-631
The generalized additive model (GAM) is a multivariate nonparametric regression tool for non-Gaussian responses including binary and count data. We propose a spline-backfitted kernel (SBK) estimator for the component functions and the constant, which are oracally efficient under weak dependence....