An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models | Zendy

Nielsen J. P. | Zendy; Linton O. B. | Zendy

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An optimization interpretation of integration and back‐fitting estimators for separable nonparametric models

Author(s) -

Nielsen J. P.,

Linton O. B.

Publication year - 1998

Publication title -

journal of the royal statistical society: series b (statistical methodology)

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 6.523

H-Index - 137

eISSN - 1467-9868

pISSN - 1369-7412

DOI - 10.1111/1467-9868.00120

Subject(s) - estimator , nonparametric statistics , interpretation (philosophy) , nonparametric regression , measure (data warehouse) , mathematics , regression , mathematical optimization , computer science , econometrics , statistics , data mining , programming language

We provide an optimization interpretation of both back‐fitting and integration estimators for additive nonparametric regression. We find that the integration estimator is a projection with respect to a product measure. We also provide further understanding of the back‐fitting method.

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