Carroll, R.J.; Fan, Jianqing.; Gijbels, Irene.; Wand, M.P. - Australian Graduate School of Management, UNSW (Australia)
The typical generalized linear model for a regression of a response Y on predictors (X,Z) has conditional mean function based upon a linear combination of (X,Z). We generalize these models to have a nonparametric component, replacing the linear combination $\alpha_0^T X + \beta_0^T Z$ by...