Park, Juhyun; Seifert, Burkhardt - In: Journal of the Royal Statistical Society Series B 72 (2010) 2, pp. 171-191
Additive models are popular in high dimensional regression problems owing to their flexibility in model building and optimality in additive function estimation. Moreover, they do not suffer from the so-called "curse of dimensionality" generally arising in non-parametric regression settings. Less...