Nielsen, Jens Perch; Sperlich, Stefan - In: Journal of the Royal Statistical Society Series B 67 (2005) 1, pp. 43-61
Compared with the classical backfitting of Buja, Hastie and Tibshirani, the smooth backfitting estimator (SBE) of Mammen, Linton and Nielsen not only provides complete asymptotic theory under weaker conditions but is also more efficient, robust and easier to calculate. However, the original...