ADAPTIVE ORTHOGONAL SERIES ESTIMATION IN ADDITIVE STOCHASTIC REGRESSION MODELS

Jiti Gao; H. Tong; R. Wolff

ADAPTIVE ORTHOGONAL SERIES ESTIMATION IN ADDITIVE STOCHASTIC REGRESSION MODELS

Jiti Gao, H. Tong, R. Wolff

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, we consider additive stochastic nonparametric regression models. By approximating the nonparametric components by a class of orthogonal series and using a generalized cross-validation criterion, an adaptive and simultaneous estimation procedure for the nonparametric components is constructed. We illustrate the adaptive and simultaneous estimation procedure by a number of simulated and real examples.

Original language	English
Pages (from-to)	409-428
Journal	Statistica Sinica
Volume	12
Issue number	2
Publication status	Published - 2002

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title = "ADAPTIVE ORTHOGONAL SERIES ESTIMATION IN ADDITIVE STOCHASTIC REGRESSION MODELS",

abstract = "In this paper, we consider additive stochastic nonparametric regression models. By approximating the nonparametric components by a class of orthogonal series and using a generalized cross-validation criterion, an adaptive and simultaneous estimation procedure for the nonparametric components is constructed. We illustrate the adaptive and simultaneous estimation procedure by a number of simulated and real examples.",

author = "Jiti Gao and H. Tong and R. Wolff",

year = "2002",

language = "English",

volume = "12",

pages = "409--428",

journal = "Statistica Sinica",

issn = "1017-0405",

publisher = "Institute of Statistical Science",

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T1 - ADAPTIVE ORTHOGONAL SERIES ESTIMATION IN ADDITIVE STOCHASTIC REGRESSION MODELS

AU - Gao, Jiti

AU - Tong, H.

AU - Wolff, R.

PY - 2002

Y1 - 2002

N2 - In this paper, we consider additive stochastic nonparametric regression models. By approximating the nonparametric components by a class of orthogonal series and using a generalized cross-validation criterion, an adaptive and simultaneous estimation procedure for the nonparametric components is constructed. We illustrate the adaptive and simultaneous estimation procedure by a number of simulated and real examples.

AB - In this paper, we consider additive stochastic nonparametric regression models. By approximating the nonparametric components by a class of orthogonal series and using a generalized cross-validation criterion, an adaptive and simultaneous estimation procedure for the nonparametric components is constructed. We illustrate the adaptive and simultaneous estimation procedure by a number of simulated and real examples.

UR - https://www.scopus.com/pages/publications/0036556528

M3 - Article

SN - 1017-0405

VL - 12

SP - 409

EP - 428

JO - Statistica Sinica

JF - Statistica Sinica

IS - 2

ER -

ADAPTIVE ORTHOGONAL SERIES ESTIMATION IN ADDITIVE STOCHASTIC REGRESSION MODELS

Abstract

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