Linton, Oliver; Mammen, Enno; Nielsen, N - Suntory and Toyota International Centres for Economics … - 2000
We derive the asymptotic distribution of a new backfitting procedure for estimating the closest additive approximation to a nonparametric regression function. The procedure employs a recent projection interpretation of popular kernel estimators provided by Mammen, Marron, Turlach and Wand...