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This paper describes an estimator of the additive components of a nonparametric additive model with an unknown link function. When the additive components and link function are twice differentiable with sufficiently smooth second derivatives, the estimator is asymptotically normally distributed...
Persistent link: https://www.econbiz.de/10009643387
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally distributed with a rate of convergence in probability of n -2/5...
Persistent link: https://www.econbiz.de/10010956560
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally distributed with a rate of convergence in probability of n -2/5...
Persistent link: https://www.econbiz.de/10010310569
Persistent link: https://www.econbiz.de/10001697787
This paper describes an estimator of the additive components of a nonparametric additive model with a known link function. When the additive components are twice continuously differentiable, the estimator is asymptotically normally distributed with a rate of convergence in probability of n -2/5...
Persistent link: https://www.econbiz.de/10009626678
Persistent link: https://www.econbiz.de/10009266725
Persistent link: https://www.econbiz.de/10001748217
Persistent link: https://www.econbiz.de/10009135798