Croux, C.; Gijbels, I.; Prosdocimi, I. - Tilburg University, Center for Economic Research - 2010
Generalized Linear Models are a widely used method to obtain parametric es- timates for the mean function. They have been further extended to allow the re- lationship between the mean function and the covariates to be more flexible via Generalized Additive Models. However the fixed variance...