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Additive isotone regression (2007)
| Venue: | In: Asymptotics: Particles, Processes and Inverse Problems: Festschrift for Piet Groeneboom. IMS |
| Citations: | 11 - 0 self |
BibTeX
@INPROCEEDINGS{Mammen07additiveisotone,
author = {Enno Mammen and Kyusang Yu and Universität Mannheim},
title = {Additive isotone regression},
booktitle = {In: Asymptotics: Particles, Processes and Inverse Problems: Festschrift for Piet Groeneboom. IMS},
year = {2007},
pages = {179--195}
}
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Abstract
This paper is dedicated to Piet Groeneboom on the occasion of his 65th birthday Abstract: This paper is about optimal estimation of the additive components of a nonparametric, additive isotone regression model. It is shown that asymptotically up to first order, each additive component can be estimated as well as it could be by a least squares estimator if the other components were known. The algorithm for the calculation of the estimator uses backfitting. Convergence of the algorithm is shown. Finite sample properties are also compared through simulation experiments. 1.
