| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 415700 | Computational Statistics & Data Analysis | 2013 | 13 Pages |
Abstract
A data-driven bandwidth selection method for backfitting estimation of semiparametric additive models, when the parametric part is of main interest, is proposed. The proposed method is a double smoothing estimator of the mean-squared error of the backfitting estimator of the parametric terms. The performance of the proposed method is evaluated and compared with existing bandwidth selectors by means of a simulation study.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Jenny Häggström,