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Efficient Estimation of Additive Nonparametric Regression Models

Oliver B. Linton
Biometrika
Vol. 84, No. 2 (Jun., 1997), pp. 469-473
Published by: Oxford University Press on behalf of Biometrika Trust
Stable URL: http://www.jstor.org/stable/2337471
Page Count: 5
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Efficient Estimation of Additive Nonparametric Regression Models
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Abstract

We define a new procedure for estimating additive nonparametric regression models. We use the integration method of Linton & Nielsen (1995) to provide starting values that are then used in a one-step backfitting procedure. We show that our new method is efficient in a certain sense and dominates the straight integration method according to mean squared error.

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