Nonparametric regression with correlated errors

J Opsomer, Y Wang, Y Yang - Statistical science, 2001 - JSTOR
Nonparametric regression techniques are often sensitive to the presence of correlation in
the errors. The practical consequences of this sensitivity are explained, including the …

Nonparametric quantile estimations for dynamic smooth coefficient models

Z Cai, X Xu - Journal of the American Statistical Association, 2008 - Taylor & Francis
We suggest quantile regression methods for a class of smooth coefficient time series
models. We use both local polynomial and local constant fitting schemes to estimate the …

Functional generalized additive models

MW McLean, G Hooker, AM Staicu… - … of Computational and …, 2014 - Taylor & Francis
We introduce the functional generalized additive model (FGAM), a novel regression model
for association studies between a scalar response and a functional predictor. We model the …

Asymptotic properties of backfitting estimators

JD Opsomer - Journal of Multivariate Analysis, 2000 - Elsevier
When additive models with more than two covariates are fitted with the backfitting algorithm
proposed by Buja et al.[2], the lack of explicit expressions for the estimators makes study of …

A prediction comparison of housing sales prices by parametric versus semi-parametric regressions

O Bin - Journal of Housing Economics, 2004 - Elsevier
This study estimates a hedonic price function using a semi-parametric regression and
compares the price prediction performance with conventional parametric models. This study …

A Root-n Consistent Backfitting Estimator for Semiparametric Additive Modeling

JD Opsomer, D Ruppert - Journal of Computational and Graphical …, 1999 - Taylor & Francis
We explore additive models that combine both parametric and nonparametric terms and
propose a√ n-consistent backfitting estimator for the parametric component of the model …

Local polynomial estimation of nonparametric simultaneous equations models

L Su, A Ullah - Journal of Econometrics, 2008 - Elsevier
We define a new procedure for consistent estimation of nonparametric simultaneous
equations models under the conditional mean independence restriction of Newey et …

Nonparametric inference with generalized likelihood ratio tests

J Fan, J Jiang - Test, 2007 - Springer
The advance of technology facilitates the collection of statistical data. Flexible and refined
statistical models are widely sought in a large array of statistical problems. The question …

Estimation of hedonic price functions via additive nonparametric regression

C Martins-Filho, O Bin - Empirical economics, 2005 - Springer
We model a hedonic price function for housing as an additive nonparametric regression.
Estimation is done via a backfitting procedure in combination with a local polynomial …

A survey of smoothing techniques based on a backfitting algorithm in estimation of semiparametric additive models

SE Ahmed, D Aydın, E Yılmaz - Wiley Interdisciplinary Reviews …, 2023 - Wiley Online Library
This paper aims to present an overview of Semiparametric additive models. An estimation of
the finite‐parameters of semiparametric regression models that involve additive …